Eurex Repo average daily volume up 49% YoY for August
05 September 2023 Germany
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Trading volumes on Eurex Repo have risen by 49 per cent to 鈧�358.1 billion for August, as compared to the 鈧�240.3 billion daily term-adjusted volume recorded in August 2022.
This growth has been driven by a 243 per cent increase YoY in GC pooling, with a 鈧�201.3 billion average recorded in August. In contrast, the repo market has experienced a 14 per cent decline YoY to 鈧�156.8 billion.
For OTC clearing, notional outstanding volumes have risen 14 per cent YoY to 鈧�32,699 billion. Within this, interest rate swaps have increased 8 per cent YoY to 鈧�13,964 billion and overnight index swaps have grown 21 per cent YoY to 鈧�2,766 billion.
In comparison, average daily cleared volumes have fallen by 13 per cent YoY to 鈧�134 billion, reflecting a 38 per cent YoY decrease for interest rate swaps to 鈧�12 billion and a 16 per cent YoY decrease in overnight index swaps to 鈧�10 bi
This growth has been driven by a 243 per cent increase YoY in GC pooling, with a 鈧�201.3 billion average recorded in August. In contrast, the repo market has experienced a 14 per cent decline YoY to 鈧�156.8 billion.
For OTC clearing, notional outstanding volumes have risen 14 per cent YoY to 鈧�32,699 billion. Within this, interest rate swaps have increased 8 per cent YoY to 鈧�13,964 billion and overnight index swaps have grown 21 per cent YoY to 鈧�2,766 billion.
In comparison, average daily cleared volumes have fallen by 13 per cent YoY to 鈧�134 billion, reflecting a 38 per cent YoY decrease for interest rate swaps to 鈧�12 billion and a 16 per cent YoY decrease in overnight index swaps to 鈧�10 bi
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