Eurex Repo average daily volume climbs 78% YoY for October
03 November 2023 Germany

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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