Home   News   Features   Interviews   Magazine Archive   Symposium   Industry Awards  
Subscribe
Securites Lending Times logo
Leading the Way

Global Securities Finance News and Commentary
≔ Menu
Securites Lending Times logo
Leading the Way

Global Securities Finance News and Commentary
News by section
Subscribe
⨂ Close
  1. Home
  2. Industry news
  3. ECB’s quantitative easing policy hits Eurex’s repo clearing
Industry news

ECB’s quantitative easing policy hits Eurex’s repo clearing


05 October 2015 Frankfurt
Reporter: Drew Nicol

Generic business image for news article
Image: Shutterstock
Eurex Repo recorded an average outstanding volume of €147 billion in all markets for September due to the European Central Bank’s quantitative easing programme, according to Eurex Clearing trading statistics.

Eurex Repo, which operates the European repo and general collateral (GC) pooling markets, endured a €64 million drop-off compared to its September 2014 clearing data.

The wider European repo market only reached an average outstanding volume of €25.7 billion, compared with €42 billion in September 2014.

The secured money market GC pooling recorded an average outstanding volume of €121.3 billion, down from €169.4 billion in September 2014.

The international derivatives markets of Eurex, part of Deutsche Börse Group, recorded an average daily volume of 9.9 million contracts, 7.5 million of which were Eurex Exchange contracts.

The New York-based International Securities Exchange recorded 2.4 million traded contracts.

At Eurex Exchange, the equity index derivatives segment totalled 90.6 million contracts, compared to 68 million in September 2014.

The single largest contract was the future on the EURO STOXX 50 Index with 40.5 million contracts, and the options on this blue chip index totaled 31.5 million contracts.

Futures on the DAX index recorded 2.9 million contracts while the DAX options reached another 3.8 million contracts. The Eurex KOSPI Product recorded 2.3 million contracts.
← Previous industry article

OCC sees sec lending up by almost a third
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
Advertisement
Subscribe today
Knowledge base

Explore our extensive directory to find all the essential contacts you need

Visit our directory →
Glossary terms in this article
→ Collateral
→ Repo

Discover definitions, explanations and related news articles in our glossary

Visit our glossary →