Eurex Repo trading volumes up 47% YoY for May
08 June 2026 Europe
Image: Xiaoxiao/stock.adobe.com
Trading volumes on Eurex Repo have increased 47 per cent year-on-year (YoY) to €574.5 billion for May, in average daily term-adjusted volume (TAV).
This was driven by an 49 per cent YoY rise in GC Pooling average daily TAV to €318 billion, and an 45 per cent YoY increase in special repo average daily TAV to €256.5 billion.
For OTC derivatives clearing, notional outstanding volumes have increased 27 per cent YoY for the month, to €54,654 billion.
Growth in this area can be credited to YoY increases in notional outstanding volumes for interest rate swaps (26 per cent, €22,540 billion) and overnight index swap clearing (87 per cent, €9,855 billion).
Average daily cleared volumes through Eurex Clearing have risen 31 per cent YoY for May to €340 billion.
This includes a 124 per cent YoY rise in average daily cleared volume for interest rate swaps to €65 billion, and a 193 per cent YoY jump in overnight index swaps average daily cleared volume to €82 billion.
This was driven by an 49 per cent YoY rise in GC Pooling average daily TAV to €318 billion, and an 45 per cent YoY increase in special repo average daily TAV to €256.5 billion.
For OTC derivatives clearing, notional outstanding volumes have increased 27 per cent YoY for the month, to €54,654 billion.
Growth in this area can be credited to YoY increases in notional outstanding volumes for interest rate swaps (26 per cent, €22,540 billion) and overnight index swap clearing (87 per cent, €9,855 billion).
Average daily cleared volumes through Eurex Clearing have risen 31 per cent YoY for May to €340 billion.
This includes a 124 per cent YoY rise in average daily cleared volume for interest rate swaps to €65 billion, and a 193 per cent YoY jump in overnight index swaps average daily cleared volume to €82 billion.
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