Eurex Repo average daily volume up 12% YoY for July
06 August 2024 Europe
Image: vxnaghiyev/stock.adobe.com
Eurex Repo trading volume has increased 12 per cent year-over-year (YoY) to 鈧�374.2 billion for July, in average daily term-adjusted volume.
This figure was driven by the average daily term-adjusted volume in GC Pooling and special repo.
GC Pooling was up 6 per cent YoY to 鈧�164.3 billion, while special repo jumped 18 per cent YoY to 鈧�209.9 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 10 per cent YoY to 鈧�35,789 billion.
Contributing to this was a 10 per cent YoY expansion in notional outstanding for interest-rate swaps to 鈧�15,236 billion for July, of which overnight index swaps clearing volumes have risen 38 per cent YoY to 鈧�3,763 billion.
Average daily cleared volumes through Eurex Clearing have increased 8 per cent YoY for July to 鈧�205 billion.
This features a 74 per cent YoY increase in average daily cleared volume for interest rate swaps to 鈧�29 billion, and a 55 per cent YoY rise in overnight index swaps average daily cleared volume to 鈧�15 billion.
This figure was driven by the average daily term-adjusted volume in GC Pooling and special repo.
GC Pooling was up 6 per cent YoY to 鈧�164.3 billion, while special repo jumped 18 per cent YoY to 鈧�209.9 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 10 per cent YoY to 鈧�35,789 billion.
Contributing to this was a 10 per cent YoY expansion in notional outstanding for interest-rate swaps to 鈧�15,236 billion for July, of which overnight index swaps clearing volumes have risen 38 per cent YoY to 鈧�3,763 billion.
Average daily cleared volumes through Eurex Clearing have increased 8 per cent YoY for July to 鈧�205 billion.
This features a 74 per cent YoY increase in average daily cleared volume for interest rate swaps to 鈧�29 billion, and a 55 per cent YoY rise in overnight index swaps average daily cleared volume to 鈧�15 billion.
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