Eurex Repo sees 64.6 per cent YoY trading volume increase for July
04 August 2023 Germany
Image: royyimzy/stock.adobe.com
Trading volumes on Eurex Repo have risen by 64.6 per cent to €332.2 billion for July, a significant increase from the €201.9 billion daily term-adjusted volume recorded in July 2022.
These figures reflect a 149.6 per cent increase YoY in GC pooling, with €155.2 billion recorded in July. The repo market saw a more modest 26.7 per cent rise YoY, reaching €177 billion.
A 20 per cent YoY rise was recorded for OTC clearing, with notional outstanding volumes increasing from €27,093 billion to €32,492 billion. Within this, interest rate swaps rose by 9 per cent YoY to €13,835 billion and overnight index swaps by 27 per cent to €2,722 billion.
Although average daily cleared volumes increased by 36 per cent YoY to €189 billion, the amount attributed to interest rate swaps fell by 42 per cent to €17 billion. Overnight index swaps saw a 32 per cent YoY decrease, from €15 billion to €10 billion.
These figures reflect a 149.6 per cent increase YoY in GC pooling, with €155.2 billion recorded in July. The repo market saw a more modest 26.7 per cent rise YoY, reaching €177 billion.
A 20 per cent YoY rise was recorded for OTC clearing, with notional outstanding volumes increasing from €27,093 billion to €32,492 billion. Within this, interest rate swaps rose by 9 per cent YoY to €13,835 billion and overnight index swaps by 27 per cent to €2,722 billion.
Although average daily cleared volumes increased by 36 per cent YoY to €189 billion, the amount attributed to interest rate swaps fell by 42 per cent to €17 billion. Overnight index swaps saw a 32 per cent YoY decrease, from €15 billion to €10 billion.
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