Eurex Repo average daily volume rises 7% YoY for February
05 March 2024 Europe
Image: Siarhei
Trading volumes on Eurex Repo, the electronic market for secured financing, have increased by 7 per cent year-on-year (YoY) to 鈧�346.8 billion for February.
This YoY growth was driven by a 16 per cent YoY increase in GC Pooling average daily term-adjusted volume to 鈧�129.3 billion and 3 per cent YoY growth in special repo average daily volume to 鈧�217.5 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 8 per cent YoY to 鈧�33,882 billion.
This growth has been driven by 8 per cent YoY expansion in notional outstanding for interest-rate swaps to 鈧�14,450 billion for February. Overnight index swap clearing volumes have risen 35 per cent YoY to 鈧�3,511 billion.
Average daily cleared OTC volumes through Eurex Clearing have increased 3 per cent YoY for February to 鈧�232 billion.
This features a 19 per cent YoY increase in average daily cleared volume for interest rate swaps to 鈧�24 billion, while overnight index swaps average daily cleared volume increased 33 per cent YoY for February to 鈧�22 billion.
This YoY growth was driven by a 16 per cent YoY increase in GC Pooling average daily term-adjusted volume to 鈧�129.3 billion and 3 per cent YoY growth in special repo average daily volume to 鈧�217.5 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 8 per cent YoY to 鈧�33,882 billion.
This growth has been driven by 8 per cent YoY expansion in notional outstanding for interest-rate swaps to 鈧�14,450 billion for February. Overnight index swap clearing volumes have risen 35 per cent YoY to 鈧�3,511 billion.
Average daily cleared OTC volumes through Eurex Clearing have increased 3 per cent YoY for February to 鈧�232 billion.
This features a 19 per cent YoY increase in average daily cleared volume for interest rate swaps to 鈧�24 billion, while overnight index swaps average daily cleared volume increased 33 per cent YoY for February to 鈧�22 billion.
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