Eurex repo volumes jump 58% for July
10 August 2026 Europe
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Trading volumes on Eurex Repo have increased 58 per cent year-on-year (YoY) to €614.4 billion for July, in average term-adjusted volume (TAV).
This was driven by a 63 per cent YoY rise in GC Pooling average TAV to €319.1 billion, and a 53 per cent YoY increase in special repo average TAV to €295.3 billion.
For OTC derivatives clearing, notional outstanding volumes have increased 20 per cent YoY for the month, to €55,028 billion.
Growth in this area can be credited to YoY increases in notional outstanding volumes for interest rate swaps (22 per cent, €23,450 billion) and overnight index swap clearing (66 per cent, €9,821 billion).
Average daily cleared volumes through OTC Clearing have risen 56 per cent YoY for July to €359 billion.
This includes a 46 per cent YoY rise in average daily cleared volume for interest rate swaps to €61 billion, and a 50 per cent YoY jump in overnight index swaps average daily cleared volume to €66 billion.
This was driven by a 63 per cent YoY rise in GC Pooling average TAV to €319.1 billion, and a 53 per cent YoY increase in special repo average TAV to €295.3 billion.
For OTC derivatives clearing, notional outstanding volumes have increased 20 per cent YoY for the month, to €55,028 billion.
Growth in this area can be credited to YoY increases in notional outstanding volumes for interest rate swaps (22 per cent, €23,450 billion) and overnight index swap clearing (66 per cent, €9,821 billion).
Average daily cleared volumes through OTC Clearing have risen 56 per cent YoY for July to €359 billion.
This includes a 46 per cent YoY rise in average daily cleared volume for interest rate swaps to €61 billion, and a 50 per cent YoY jump in overnight index swaps average daily cleared volume to €66 billion.
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