News by sections
ESG

News by region
Issue archives
Archive section
Multimedia
Videos
Podcasts
Search site
Features
Interviews
Country profiles
Generic business image for news article Image: Siarhei

05 March 2024
Europe
Reporter Sophie Downes

Share this article





Eurex Repo average daily volume rises 7% YoY for February

Trading volumes on Eurex Repo, the electronic market for secured financing, have increased by 7 per cent year-on-year (YoY) to €346.8 billion for February.

This YoY growth was driven by a 16 per cent YoY increase in GC Pooling average daily term-adjusted volume to €129.3 billion and 3 per cent YoY growth in special repo average daily volume to €217.5 billion.

For OTC derivatives clearing, notional outstanding volumes have risen 8 per cent YoY to €33,882 billion.

This growth has been driven by 8 per cent YoY expansion in notional outstanding for interest-rate swaps to €14,450 billion for February. Overnight index swap clearing volumes have risen 35 per cent YoY to €3,511 billion.

Average daily cleared OTC volumes through Eurex Clearing have increased 3 per cent YoY for February to €232 billion.

This features a 19 per cent YoY increase in average daily cleared volume for interest rate swaps to €24 billion, while overnight index swaps average daily cleared volume increased 33 per cent YoY for February to €22 billion.

Subscribe advert
Advertisement
Video image
Video:
Securities Finance Technology Symposium

A heartfelt thank you to everyone who made the 6th Securities Finance Technology Symposium in London a resounding success! It was a fantastic day filled with insightful panel sessions covering crucial topics such as repo, regulation, collateral and future tech. Here are some of the highlights

Watch online
View all Videos
Get in touch
News
More sections
Black Knight Media