Eurex Repo average daily volume nearly doubles YoY for June
05 July 2023 Germany
Image: zatevakhin/stock.adobe.com
Trading volumes on Eurex Repo have risen 95 per cent YoY to €378.6 billion for June, nearly doubling the average daily term-adjusted volume of €194.2 billion recorded in June 2022.
This growth has been driven by a 138 per cent increase in GC pooling volumes YoY to €168.6 billion and a 70 per cent YoY increase in special repo to €210 billion.
There was smaller expansion in OTC derivatives clearing, with aggregate notional outstanding volumes increasing by 23 per cent YoY for June to €33,623 billion.
This includes a 14 per cent YoY rise in notional outstanding interest rate swaps to €14,162 billion, of which overnight index swap clearing volumes have risen 34 per cent YoY to €2,775 billion.
Average daily cleared volumes increased 36 per cent YoY to €173 billion.
However, this includes a 38 per cent contraction YoY in average daily interest rate swaps to €20 billion, as well as a five per cent decrease in overnight index swaps YoY to €13 billion.
This growth has been driven by a 138 per cent increase in GC pooling volumes YoY to €168.6 billion and a 70 per cent YoY increase in special repo to €210 billion.
There was smaller expansion in OTC derivatives clearing, with aggregate notional outstanding volumes increasing by 23 per cent YoY for June to €33,623 billion.
This includes a 14 per cent YoY rise in notional outstanding interest rate swaps to €14,162 billion, of which overnight index swap clearing volumes have risen 34 per cent YoY to €2,775 billion.
Average daily cleared volumes increased 36 per cent YoY to €173 billion.
However, this includes a 38 per cent contraction YoY in average daily interest rate swaps to €20 billion, as well as a five per cent decrease in overnight index swaps YoY to €13 billion.
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