Eurex Repo average daily volume rises 36% YoY for March
05 April 2024 Europe
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Trading volumes on Eurex Repo, the electronic market for secured financing, have increased by 36 per cent year-on-year (YoY) to 鈧�414.6 billion for March.
This YoY growth was driven by a 62 per cent YoY increase in GC Pooling average daily term-adjusted volume to 鈧�186.1 billion and 20 per cent YoY growth in special repo average daily volume to 鈧�228.5 billion.
For OTC derivatives clearing, notional outstanding volumes have risen six per cent YoY to 鈧�33,937 billion.
This growth has been driven by an eight per cent YoY expansion in notional outstanding for interest-rate swaps to 鈧�14,613 billion for March. Overnight index swap clearing volumes have risen 29 per cent YoY to 鈧�3,595 billion.
Average daily cleared OTC volumes through Eurex Clearing have increased 24 per cent YoY for March to 鈧�212 billion.
This features a four per cent YoY increase in average daily cleared volume for interest rate swaps to 鈧�21 billion, while overnight index swaps average daily cleared volume declined eight per cent YoY for March to 鈧�21 billion.
This YoY growth was driven by a 62 per cent YoY increase in GC Pooling average daily term-adjusted volume to 鈧�186.1 billion and 20 per cent YoY growth in special repo average daily volume to 鈧�228.5 billion.
For OTC derivatives clearing, notional outstanding volumes have risen six per cent YoY to 鈧�33,937 billion.
This growth has been driven by an eight per cent YoY expansion in notional outstanding for interest-rate swaps to 鈧�14,613 billion for March. Overnight index swap clearing volumes have risen 29 per cent YoY to 鈧�3,595 billion.
Average daily cleared OTC volumes through Eurex Clearing have increased 24 per cent YoY for March to 鈧�212 billion.
This features a four per cent YoY increase in average daily cleared volume for interest rate swaps to 鈧�21 billion, while overnight index swaps average daily cleared volume declined eight per cent YoY for March to 鈧�21 billion.
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