Eurex Repo faces 29% YoY drop in ADV for October
07 November 2024 Europe
Image: xy/stock.adobe.com
Trading volumes on Eurex Repo dropped by 29 per cent year-over-year (YoY) to 鈧�328.2 billion for October in average daily term-adjusted volume.
This figure was driven by a decline in average daily term-adjusted volume for GC Pooling and special repo.
Special repo was down 24 per cent YoY to 鈧�190.3 billion, and GC Pooling fell 35 per cent YoY to 鈧�137.9 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 8 per cent YoY to 鈧�35,123 billion.
Contributing to this was an 11 per cent YoY increase in notional outstanding for interest-rate swaps to 鈧�15,472 billion for the month, of which overnight index swaps clearing volumes have jumped 34 per cent YoY to 鈧�3,999 billion.
Average daily cleared volumes for OTC clearing saw a 4 per cent YoY increase for October to 鈧�234 billion.
This features a 19 per cent YoY climb in average daily cleared volume for interest rate swaps to 鈧�21 billion, alongside a 26 per cent YoY hike in overnight index swaps average daily cleared volume to 鈧�17 billion.
This figure was driven by a decline in average daily term-adjusted volume for GC Pooling and special repo.
Special repo was down 24 per cent YoY to 鈧�190.3 billion, and GC Pooling fell 35 per cent YoY to 鈧�137.9 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 8 per cent YoY to 鈧�35,123 billion.
Contributing to this was an 11 per cent YoY increase in notional outstanding for interest-rate swaps to 鈧�15,472 billion for the month, of which overnight index swaps clearing volumes have jumped 34 per cent YoY to 鈧�3,999 billion.
Average daily cleared volumes for OTC clearing saw a 4 per cent YoY increase for October to 鈧�234 billion.
This features a 19 per cent YoY climb in average daily cleared volume for interest rate swaps to 鈧�21 billion, alongside a 26 per cent YoY hike in overnight index swaps average daily cleared volume to 鈧�17 billion.
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