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  3. Eurex Repo average daily volume up 77 per cent YoY for April
Industry news

Eurex Repo average daily volume up 77 per cent YoY for April


05 May 2023 Germany
Reporter: SFT

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Image: zatevakhin/stock.adobe.com
Trading volumes on Eurex Repo have risen 77 per cent YoY to €359.0 billion for April, also representing a significant month-on-month increase from the €296.5 billion average daily term-adjusted volume reported for March.

This year-on-year growth was driven by a 172 per cent YoY increase in GC Pooling average daily term-adjusted volume to €149.0 billion and 41 per cent YoY growth in special repo average daily volume to €210.0 billion.

For OTC derivatives clearing, notional outstanding volumes have risen 21 per cent YoY to €33,126 billion.

This growth has been driven by 13 per cent YoY expansion in notional outstanding for interest-rate swaps to €13,834 billion for April, of which overnight index swap clearing volumes have risen 52 per cent YoY to €2,917 billion.

Average daily cleared volumes through Eurex Clearing have contracted 32 per cent YoY for April to €159 billion.

This features a 5 per cent YoY decline in average daily cleared volume for interest rate swaps, although overnight IRS average daily cleared volume was up 88 per cent YoY for April to €15 billion.
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