Eurex Repo average daily volume down 25% YoY for May
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Eurex Repo average daily volume down 25% YoY for May 05 June 2024Europe Reporter: Sophie Downes
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Trading volumes on Eurex Repo have declined 25 per cent YoY to 鈧�301.9 billion for May, in average daily term-adjusted volume.
This year-on-year loss was driven by a 13 per cent YoY decline in GC Pooling average daily term-adjusted volume to 鈧�164.1 billion, and a 35 per cent YoY decline in special repo average daily term-adjusted volume to 鈧�137.8 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 6 per cent YoY to 鈧�36,134 billion.
This growth has been driven by a 7 per cent YoY expansion in notional outstanding for interest-rate swaps to 鈧�15,028 billion for May, of which overnight index swap clearing volumes have risen 25 per cent YoY to 鈧�3,679 billion.
Average daily cleared volumes through Eurex Clearing have increased 40 per cent YoY for April to 鈧�212 billion.
This features a 46 per cent YoY increase in average daily cleared volume for interest rate swaps to 鈧�26 billion, and a 29 per cent YoY rise in overnight index swaps average daily cleared volume to 鈧�17 billion.
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