Eurex repo trading volumes rise 33% YoY for September
07 October 2026 Europe
Image: Kotangens/stock.adobe.com
Trading volumes on Eurex Repo have climbed 33 per cent year-on-year (YoY) to 615.4 billion for September, in average term-adjusted volume (TAV).
This was driven by a 59 per cent YoY hike in GC Pooling average TAV to €347.7 billion, and a 9 per cent YoY increase in special repo average TAV to €267.8 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 29 per cent YoY for the month, to €60,146 billion.
Growth in this area can be attributed to YoY growth in notional outstanding volumes for interest rate swaps (26 per cent, €25,001 billion) and overnight index swap clearing (76 per cent, €10,700 billion).
Average daily cleared volumes through Eurex Clearing have increased 48 per cent YoY for August to €522 billion.
This includes a 76 per cent YoY rise in average daily cleared volume for interest rate swaps to €88 billion, and a 87 per cent YoY jump in overnight index swaps average daily cleared volume to €104 billion.
This was driven by a 59 per cent YoY hike in GC Pooling average TAV to €347.7 billion, and a 9 per cent YoY increase in special repo average TAV to €267.8 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 29 per cent YoY for the month, to €60,146 billion.
Growth in this area can be attributed to YoY growth in notional outstanding volumes for interest rate swaps (26 per cent, €25,001 billion) and overnight index swap clearing (76 per cent, €10,700 billion).
Average daily cleared volumes through Eurex Clearing have increased 48 per cent YoY for August to €522 billion.
This includes a 76 per cent YoY rise in average daily cleared volume for interest rate swaps to €88 billion, and a 87 per cent YoY jump in overnight index swaps average daily cleared volume to €104 billion.
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