Repo market and GC Pooling volumes climb 23% YoY for Jan, says Eurex Repo
06 February 2023 EU
Image: AdobeStock/Andrii Yalanskyi
Eurex Repo GC Pooling volumes have risen 23 per cent YoY for January, climbing to €82.1 billion in average daily term-adjusted volume.
This is paralleled by a 23 per cent YoY rise in repo market ADV to €169.3 billion, pushing total activity through Eurex Repo up by the same percentage increase to €251.4 billion.
We provide further analysis of factors driving this rise in repo market and GC Pooling volumes in SFT Issue 319, pp 18-35.
OTC cleared volume through Eurex Clearing has risen 27 per cent YoY for January to €31,083 billion in notional outstanding volume.
This rise was powered by a 15 per cent increase in interest rate swap cleared notional outstanding volume to €13,177 billion, of which overnight index swaps has grown 30 per cent to €2,504 billion.
For Eurex, derivative contracts traded on the Eurex exchange have grown 8 per cent YoY for January to 144.6 million contracts.
Breaking down this activity, Interest rate derivatives have risen 21 per cent YoY to 54.7 million contracts.
Index derivatives traded contracts rose by 5 per cent YoY for January to 68.7 million. However, trading activity in equity derivatives was down 6 per cent YoY for January to 20.9 million.
This is paralleled by a 23 per cent YoY rise in repo market ADV to €169.3 billion, pushing total activity through Eurex Repo up by the same percentage increase to €251.4 billion.
We provide further analysis of factors driving this rise in repo market and GC Pooling volumes in SFT Issue 319, pp 18-35.
OTC cleared volume through Eurex Clearing has risen 27 per cent YoY for January to €31,083 billion in notional outstanding volume.
This rise was powered by a 15 per cent increase in interest rate swap cleared notional outstanding volume to €13,177 billion, of which overnight index swaps has grown 30 per cent to €2,504 billion.
For Eurex, derivative contracts traded on the Eurex exchange have grown 8 per cent YoY for January to 144.6 million contracts.
Breaking down this activity, Interest rate derivatives have risen 21 per cent YoY to 54.7 million contracts.
Index derivatives traded contracts rose by 5 per cent YoY for January to 68.7 million. However, trading activity in equity derivatives was down 6 per cent YoY for January to 20.9 million.
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