Eurex Repo average daily volume down 16% YoY for June
08 July 2024 Europe
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Trading volumes on Eurex Repo have declined 16 per cent YoY to €321.6 billion for June, in average daily term-adjusted volume.
This lower number was driven by a 7 per cent YoY drop in GC Pooling average daily term-adjusted volume to €156.7 billion, and a 22 per cent YoY decline in special repo average daily term-adjusted volume to €164.9 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 5 per cent YoY to €35,412 billion.
This growth has been driven by a 7 per cent YoY expansion in notional outstanding for interest-rate swaps to €15,189 billion for June, of which overnight index swap clearing volumes have risen 36 per cent YoY to €3,773 billion.
Average daily cleared volumes through Eurex Clearing have increased 16 per cent YoY for June to €200 billion.
This features a 77 per cent YoY increase in average daily cleared volume for interest rate swaps to €35 billion, and a 58 per cent YoY rise in overnight index swaps average daily cleared volume to €21 billion.
This lower number was driven by a 7 per cent YoY drop in GC Pooling average daily term-adjusted volume to €156.7 billion, and a 22 per cent YoY decline in special repo average daily term-adjusted volume to €164.9 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 5 per cent YoY to €35,412 billion.
This growth has been driven by a 7 per cent YoY expansion in notional outstanding for interest-rate swaps to €15,189 billion for June, of which overnight index swap clearing volumes have risen 36 per cent YoY to €3,773 billion.
Average daily cleared volumes through Eurex Clearing have increased 16 per cent YoY for June to €200 billion.
This features a 77 per cent YoY increase in average daily cleared volume for interest rate swaps to €35 billion, and a 58 per cent YoY rise in overnight index swaps average daily cleared volume to €21 billion.
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