Eurex Repo average daily volume up 77 per cent YoY for April
05 May 2023 Germany
Image: zatevakhin/stock.adobe.com
Trading volumes on Eurex Repo have risen 77 per cent YoY to 鈧�359.0 billion for April, also representing a significant month-on-month increase from the 鈧�296.5 billion average daily term-adjusted volume reported for March.
This year-on-year growth was driven by a 172 per cent YoY increase in GC Pooling average daily term-adjusted volume to 鈧�149.0 billion and 41 per cent YoY growth in special repo average daily volume to 鈧�210.0 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 21 per cent YoY to 鈧�33,126 billion.
This growth has been driven by 13 per cent YoY expansion in notional outstanding for interest-rate swaps to 鈧�13,834 billion for April, of which overnight index swap clearing volumes have risen 52 per cent YoY to 鈧�2,917 billion.
Average daily cleared volumes through Eurex Clearing have contracted 32 per cent YoY for April to 鈧�159 billion.
This features a 5 per cent YoY decline in average daily cleared volume for interest rate swaps, although overnight IRS average daily cleared volume was up 88 per cent YoY for April to 鈧�15 billion.
This year-on-year growth was driven by a 172 per cent YoY increase in GC Pooling average daily term-adjusted volume to 鈧�149.0 billion and 41 per cent YoY growth in special repo average daily volume to 鈧�210.0 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 21 per cent YoY to 鈧�33,126 billion.
This growth has been driven by 13 per cent YoY expansion in notional outstanding for interest-rate swaps to 鈧�13,834 billion for April, of which overnight index swap clearing volumes have risen 52 per cent YoY to 鈧�2,917 billion.
Average daily cleared volumes through Eurex Clearing have contracted 32 per cent YoY for April to 鈧�159 billion.
This features a 5 per cent YoY decline in average daily cleared volume for interest rate swaps, although overnight IRS average daily cleared volume was up 88 per cent YoY for April to 鈧�15 billion.
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