Eurex Repo trading volumes rise 45% YoY for December
12 January 2026 Europe
Image: Rifqi/stock.adobe.com
Trading volumes on Eurex Repo have increased 45 per cent year-on-year (YoY) to €411.3 billion for December, in average daily term-adjusted volume (TAV).
This was driven by a 47 per cent YoY rise in GC Pooling average daily TAV to €196.2 billion, and a 43 per cent YoY increase in special repo average daily TAV to €215.1 billion.
For OTC derivatives clearing, notional outstanding volumes have increased 31 per cent YoY for the month, to €43,668 billion.
Growth in this area can be credited to YoY increases in notional outstanding volumes for interest rate swaps (28 per cent, €19,991 billion) and overnight index swap clearing (61 per cent, €6,815 billion).
Average daily cleared volumes through Eurex Clearing have risen 16 per cent YoY for December to €187 billion.
This features a 44 per cent YoY rise in average daily cleared volume for interest rate swaps to €40 billion, and a 70 per cent YoY jump in overnight index swaps average daily cleared volume to €55 billion.
For 2025, Eurex Repo trading volumes increased 20 per cent YoY to €406.1 billion TAV, led by a 36 per cent increase in GC Pooling average daily TAV to €209 billion, and an 8 per cent YoY rise in special repo average daily TAV to €197.1 billion for the year.
This was driven by a 47 per cent YoY rise in GC Pooling average daily TAV to €196.2 billion, and a 43 per cent YoY increase in special repo average daily TAV to €215.1 billion.
For OTC derivatives clearing, notional outstanding volumes have increased 31 per cent YoY for the month, to €43,668 billion.
Growth in this area can be credited to YoY increases in notional outstanding volumes for interest rate swaps (28 per cent, €19,991 billion) and overnight index swap clearing (61 per cent, €6,815 billion).
Average daily cleared volumes through Eurex Clearing have risen 16 per cent YoY for December to €187 billion.
This features a 44 per cent YoY rise in average daily cleared volume for interest rate swaps to €40 billion, and a 70 per cent YoY jump in overnight index swaps average daily cleared volume to €55 billion.
For 2025, Eurex Repo trading volumes increased 20 per cent YoY to €406.1 billion TAV, led by a 36 per cent increase in GC Pooling average daily TAV to €209 billion, and an 8 per cent YoY rise in special repo average daily TAV to €197.1 billion for the year.
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