Eurex repo trading volumes rise 14% YoY for October
06 November 2026 Europe
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Trading volumes on Eurex Repo have risen 14 per cent year-on-year (YoY) to €534.4 billion for October, in average daily term-adjusted volume (TAV).
This was impelled by a 28 per cent YoY rise in GC Pooling average daily TAV to €294.8 billion, and a 1 per cent YoY increase in special repo average daily TAV to €239.5 billion.
For OTC derivatives clearing, notional outstanding volumes have increased 31 per cent YoY for the month, to €64,589 billion.
Growth in this area can be credited to YoY increases in notional outstanding volumes for interest rate swaps (24 per cent, €25,460 billion) and overnight index swap clearing (75 per cent, €11,550 billion).
Average daily cleared volumes through Eurex Clearing have surged 123 per cent YoY for October to €532 billion.
This includes a 86 per cent YoY jump in average daily cleared volume for interest rate swaps to €75 billion, and a 158 per cent YoY hike in overnight index swaps average daily cleared volume to €97 billion.
This was impelled by a 28 per cent YoY rise in GC Pooling average daily TAV to €294.8 billion, and a 1 per cent YoY increase in special repo average daily TAV to €239.5 billion.
For OTC derivatives clearing, notional outstanding volumes have increased 31 per cent YoY for the month, to €64,589 billion.
Growth in this area can be credited to YoY increases in notional outstanding volumes for interest rate swaps (24 per cent, €25,460 billion) and overnight index swap clearing (75 per cent, €11,550 billion).
Average daily cleared volumes through Eurex Clearing have surged 123 per cent YoY for October to €532 billion.
This includes a 86 per cent YoY jump in average daily cleared volume for interest rate swaps to €75 billion, and a 158 per cent YoY hike in overnight index swaps average daily cleared volume to €97 billion.
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