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  3. Eurex Repo average daily volume up 12% YoY for July
Repo news

Eurex Repo average daily volume up 12% YoY for July


06 August 2024 Europe
Reporter: Daniel Tison

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Image: vxnaghiyev/stock.adobe.com
Eurex Repo trading volume has increased 12 per cent year-over-year (YoY) to €374.2 billion for July, in average daily term-adjusted volume.

This figure was driven by the average daily term-adjusted volume in GC Pooling and special repo.

GC Pooling was up 6 per cent YoY to €164.3 billion, while special repo jumped 18 per cent YoY to €209.9 billion.

For OTC derivatives clearing, notional outstanding volumes have risen 10 per cent YoY to €35,789 billion.

Contributing to this was a 10 per cent YoY expansion in notional outstanding for interest-rate swaps to €15,236 billion for July, of which overnight index swaps clearing volumes have risen 38 per cent YoY to €3,763 billion.

Average daily cleared volumes through Eurex Clearing have increased 8 per cent YoY for July to €205 billion.

This features a 74 per cent YoY increase in average daily cleared volume for interest rate swaps to €29 billion, and a 55 per cent YoY rise in overnight index swaps average daily cleared volume to €15 billion.
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