Eurex Repo average daily volume climbs 78% YoY for October
03 November 2023 Germany
Image: AdobeStock/mojolo
Trading volumes on Eurex Repo have grown 78 per cent YoY to 鈧�460.5 billion for October, also representing a significant month-on-month increase from the 鈧�385.1 billion average daily term-adjusted volume reported for September.
This year-on-year growth was driven by a 191 per cent YoY increase in GC Pooling average daily term-adjusted volume to 鈧�212.6 billion and 34 per cent YoY growth in special repo average daily volume to 鈧�247.9 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 15 per cent YoY to 鈧�32,497 billion.
This growth has been driven by 7 per cent YoY expansion in notional outstanding for interest-rate swaps to 鈧�13,955 billion for October, of which overnight index swap clearing volumes have risen 25 per cent YoY to 鈧�2,974 billion.
Average daily cleared volumes through Eurex Clearing have increased 22 per cent YoY for October to 鈧�225 billion.
This features a 30 per cent YoY decline in average daily cleared volume for interest rate swaps, although overnight index swaps average daily cleared volume was up 37 per cent YoY for October to 鈧�14 billion.
This year-on-year growth was driven by a 191 per cent YoY increase in GC Pooling average daily term-adjusted volume to 鈧�212.6 billion and 34 per cent YoY growth in special repo average daily volume to 鈧�247.9 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 15 per cent YoY to 鈧�32,497 billion.
This growth has been driven by 7 per cent YoY expansion in notional outstanding for interest-rate swaps to 鈧�13,955 billion for October, of which overnight index swap clearing volumes have risen 25 per cent YoY to 鈧�2,974 billion.
Average daily cleared volumes through Eurex Clearing have increased 22 per cent YoY for October to 鈧�225 billion.
This features a 30 per cent YoY decline in average daily cleared volume for interest rate swaps, although overnight index swaps average daily cleared volume was up 37 per cent YoY for October to 鈧�14 billion.
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