Eurex Repo trading volumes rise 66% YoY for March
08 April 2026 Europe
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Trading volumes on Eurex Repo have increased 66 per cent year-on-year (YoY) to €530.4 billion for March, in average daily term-adjusted volume (TAV).
This was driven by an 85 per cent YoY rise in GC Pooling average daily TAV to €276.9 billion, and an 48 per cent YoY increase in special repo average daily TAV to €253.5 billion.
For OTC derivatives clearing, notional outstanding volumes have increased 37 per cent YoY for the month, to €53,320 billion.
Growth in this area can be credited to YoY increases in notional outstanding volumes for interest rate swaps (33 per cent, €22,540 billion) and overnight index swap clearing (84 per cent, €8,900 billion).
Average daily cleared volumes through Eurex Clearing have risen 19 per cent YoY for March to €372 billion.
This includes a 69 per cent YoY rise in average daily cleared volume for interest rate swaps to €88 billion, and a 167 per cent YoY jump in overnight index swaps average daily cleared volume to €113 billion.
This was driven by an 85 per cent YoY rise in GC Pooling average daily TAV to €276.9 billion, and an 48 per cent YoY increase in special repo average daily TAV to €253.5 billion.
For OTC derivatives clearing, notional outstanding volumes have increased 37 per cent YoY for the month, to €53,320 billion.
Growth in this area can be credited to YoY increases in notional outstanding volumes for interest rate swaps (33 per cent, €22,540 billion) and overnight index swap clearing (84 per cent, €8,900 billion).
Average daily cleared volumes through Eurex Clearing have risen 19 per cent YoY for March to €372 billion.
This includes a 69 per cent YoY rise in average daily cleared volume for interest rate swaps to €88 billion, and a 167 per cent YoY jump in overnight index swaps average daily cleared volume to €113 billion.
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