Eurex Repo average daily volume faces 24% drop YoY for March
04 April 2025 Europe
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Trading volumes on Eurex Repo have dropped by 24 per cent year-on-year (YoY) to 鈧�319.8 billion for March in average daily term-adjusted volume.
This was driven by a 20 per cent YoY decline in GC Pooling average daily term-adjusted volume to 鈧�149.4 billion, and a 27 per cent YoY dip in special repo average daily term-adjusted volume to 鈧�170.4 billion.
On the other hand, notional outstanding volumes for OTC derivatives clearing have risen 14 per cent YoY for the month, to 鈧�38,849 billion.
Growth in this area is attributed to YoY increases in notional outstanding for interest rate swaps (16 per cent, 鈧�16,914 billion) and overnight index swaps (35 per cent, 鈧�4,839 billion).
Furthermore, average daily cleared volumes through Eurex Clearing have jumped 47 per cent YoY to 鈧�312 billion for March.
This features a 149 per cent YoY spike in interest rate swaps to 鈧�52 billion, along with a 102 per cent YoY hike in overnight index swaps to 鈧�42 billion.
This was driven by a 20 per cent YoY decline in GC Pooling average daily term-adjusted volume to 鈧�149.4 billion, and a 27 per cent YoY dip in special repo average daily term-adjusted volume to 鈧�170.4 billion.
On the other hand, notional outstanding volumes for OTC derivatives clearing have risen 14 per cent YoY for the month, to 鈧�38,849 billion.
Growth in this area is attributed to YoY increases in notional outstanding for interest rate swaps (16 per cent, 鈧�16,914 billion) and overnight index swaps (35 per cent, 鈧�4,839 billion).
Furthermore, average daily cleared volumes through Eurex Clearing have jumped 47 per cent YoY to 鈧�312 billion for March.
This features a 149 per cent YoY spike in interest rate swaps to 鈧�52 billion, along with a 102 per cent YoY hike in overnight index swaps to 鈧�42 billion.
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