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10 May 2024
Europe
Reporter Carmella Haswell

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Eurex Repo average daily volume up 20% YoY for April

Trading volumes on Eurex Repo have grown 20 per cent YoY to €435.7 billion for April, in average daily term-adjusted volume.

This year-on-year growth was driven by a 27 per cent YoY increase in GC Pooling average daily term-adjusted volume to €189.0 billion, and a 16 per cent YoY growth in special repo average daily term-adjusted volume to €246.7 billion.

For OTC derivatives clearing, notional outstanding volumes have risen 3 per cent YoY to €34,264 billion.

This growth has been driven by a 6 per cent YoY expansion in notional outstanding for interest-rate swaps to €114,670 billion for April, of which overnight index swap clearing volumes have risen 22 per cent YoY to €3,560 billion.

Average daily cleared volumes through Eurex Clearing have increased 49 per cent YoY for April to €237 billion.

This features a 22 per cent YoY increase in average daily cleared volume for interest rate swaps to €27 billion, and a 19 per cent YoY rise in overnight index swaps average daily cleared volume to €18 billion.

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