Eurex Repo trading volumes up by 24% YoY for June
07 July 2026 Europe
Image: By_tai/stock.adobe.com
Eurex Repo has reported an increase of 24 per cent year-on-year (YoY) to €600.9 billion for average term-adjusted volume (TAV).
This was driven largely by a 39 per cent YoY jump in GC Pooling average TAV to €338.8 billion. Special repo average TAV also saw a rise of 9 per cent to €262.1 billion.
For OTC derivatives clearing, notional outstanding volumes increased 23 per cent YoY for the month, to €55,353 billion.
Growth in this area can be credited to YoY increases in notional outstanding volumes for interest rate swaps (23 per cent, €22,743 billion) and overnight index swap clearing (78 per cent, €9,805 billion).
Average daily cleared volumes through Eurex Clearing have risen 39 per cent YoY for June to €434 billion.
This includes a 46 per cent YoY rise in average daily cleared volume for interest rate swaps to €82 billion, and a 96 per cent YoY jump in overnight index swaps average daily cleared volume to €114 billion.
This was driven largely by a 39 per cent YoY jump in GC Pooling average TAV to €338.8 billion. Special repo average TAV also saw a rise of 9 per cent to €262.1 billion.
For OTC derivatives clearing, notional outstanding volumes increased 23 per cent YoY for the month, to €55,353 billion.
Growth in this area can be credited to YoY increases in notional outstanding volumes for interest rate swaps (23 per cent, €22,743 billion) and overnight index swap clearing (78 per cent, €9,805 billion).
Average daily cleared volumes through Eurex Clearing have risen 39 per cent YoY for June to €434 billion.
This includes a 46 per cent YoY rise in average daily cleared volume for interest rate swaps to €82 billion, and a 96 per cent YoY jump in overnight index swaps average daily cleared volume to €114 billion.
NO FEE, NO RISK
100% ON RETURNS If you invest in only one securities finance news source this year, make sure it is your free subscription to Securities Finance Times
100% ON RETURNS If you invest in only one securities finance news source this year, make sure it is your free subscription to Securities Finance Times
