Eurex Repo average daily volume up 49% YoY for August
05 September 2023 Germany
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Trading volumes on Eurex Repo have risen by 49 per cent to €358.1 billion for August, as compared to the €240.3 billion daily term-adjusted volume recorded in August 2022.
This growth has been driven by a 243 per cent increase YoY in GC pooling, with a €201.3 billion average recorded in August. In contrast, the repo market has experienced a 14 per cent decline YoY to €156.8 billion.
For OTC clearing, notional outstanding volumes have risen 14 per cent YoY to €32,699 billion. Within this, interest rate swaps have increased 8 per cent YoY to €13,964 billion and overnight index swaps have grown 21 per cent YoY to €2,766 billion.
In comparison, average daily cleared volumes have fallen by 13 per cent YoY to €134 billion, reflecting a 38 per cent YoY decrease for interest rate swaps to €12 billion and a 16 per cent YoY decrease in overnight index swaps to €10 bi
This growth has been driven by a 243 per cent increase YoY in GC pooling, with a €201.3 billion average recorded in August. In contrast, the repo market has experienced a 14 per cent decline YoY to €156.8 billion.
For OTC clearing, notional outstanding volumes have risen 14 per cent YoY to €32,699 billion. Within this, interest rate swaps have increased 8 per cent YoY to €13,964 billion and overnight index swaps have grown 21 per cent YoY to €2,766 billion.
In comparison, average daily cleared volumes have fallen by 13 per cent YoY to €134 billion, reflecting a 38 per cent YoY decrease for interest rate swaps to €12 billion and a 16 per cent YoY decrease in overnight index swaps to €10 bi
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