Eurex Repo average daily volume rises 67% YoY for February
06 March 2023 Germany
Image: AdobeStock/mojolo
Trading volumes on Eurex Repo have grown 67 per cent YoY to 鈧�321.7 billion for February, a major advance from the 鈧�193.0 billion in term-adjusted average daily repo volume recorded for February 2022.
This growth has been powered by 83 per cent YoY growth in special repo for February to 鈧�209.8 billion and a 43 per cent YoY rise in GC Pooling volumes to 鈧�111.9 billion.
This expansion has been mirrored in the OTC derivatives clearing segment, where aggregate notional outstanding for OTC clearing has grown 21 per cent YoY for February to 鈧�31,473 billion.
This includes a 12 per cent YoY rise in notional outstanding for interest rate swaps (IRS) to 鈧�13,341 billion and a 31 per cent expansion in overnight index swaps cleared through the CCP to 鈧�2,598 billion.
In turn, average daily cleared volumes through Eurex Clearing have increased 56 per cent YoY to 鈧�226 billion.
This features 35 per cent YoY growth in overnight index swaps for February to 鈧�16 billion, although cleared ADV for IRS has contracted 33 per cent to 鈧�20 billion.
This growth has been powered by 83 per cent YoY growth in special repo for February to 鈧�209.8 billion and a 43 per cent YoY rise in GC Pooling volumes to 鈧�111.9 billion.
This expansion has been mirrored in the OTC derivatives clearing segment, where aggregate notional outstanding for OTC clearing has grown 21 per cent YoY for February to 鈧�31,473 billion.
This includes a 12 per cent YoY rise in notional outstanding for interest rate swaps (IRS) to 鈧�13,341 billion and a 31 per cent expansion in overnight index swaps cleared through the CCP to 鈧�2,598 billion.
In turn, average daily cleared volumes through Eurex Clearing have increased 56 per cent YoY to 鈧�226 billion.
This features 35 per cent YoY growth in overnight index swaps for February to 鈧�16 billion, although cleared ADV for IRS has contracted 33 per cent to 鈧�20 billion.
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