Eurex Repo average daily volume down 36% YoY for August
04 September 2024 Europe
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Trading volumes on Eurex Repo have declined 36 per cent YoY to 鈧�233.7 billion for August, in average daily term-adjusted volume.
This was driven by a 38 per cent YoY fall in GC Pooling average daily term-adjusted volume to 鈧�125.8 billion, and a 33 per cent YoY drop in special repo average daily term-adjusted volume to 鈧�107.9 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 11 per cent YoY for the month, to 鈧�36,321 billion.
Growth in this area has been attributed to YoY increases in notional outstanding for interest rate swaps (11 per cent, 鈧�15,474 billion) and overnight index swap clearing volumes (42 per cent, 鈧�3,933 billion).
Average daily cleared volumes through Eurex Clearing have risen 7 per cent YoY for August to 鈧�143 billion.
This features a 63 per cent YoY increase in average daily cleared volume for interest rate swaps to 鈧�19 billion, and a 60 per cent YoY rise in overnight index swaps average daily cleared volume to 鈧�16 billion.
This was driven by a 38 per cent YoY fall in GC Pooling average daily term-adjusted volume to 鈧�125.8 billion, and a 33 per cent YoY drop in special repo average daily term-adjusted volume to 鈧�107.9 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 11 per cent YoY for the month, to 鈧�36,321 billion.
Growth in this area has been attributed to YoY increases in notional outstanding for interest rate swaps (11 per cent, 鈧�15,474 billion) and overnight index swap clearing volumes (42 per cent, 鈧�3,933 billion).
Average daily cleared volumes through Eurex Clearing have risen 7 per cent YoY for August to 鈧�143 billion.
This features a 63 per cent YoY increase in average daily cleared volume for interest rate swaps to 鈧�19 billion, and a 60 per cent YoY rise in overnight index swaps average daily cleared volume to 鈧�16 billion.
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