Eurex Repo average daily volume faces 11% drop YoY for February
06 March 2025 Europe
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Trading volumes on Eurex Repo have dropped by 11 per cent year-on-year (YoY) to €308 billion for February in average daily term-adjusted volume.
While there was a 14 per cent YoY rise in GC Pooling average daily term-adjusted volume to €147 billion, special repo average daily term-adjusted volume fell by 26 per cent YoY to €161.1 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 17 per cent YoY for the month, to €39,776 billion.
Growth in this area has been attributed to YoY increases in notional outstanding for interest rate swaps (16 per cent, €16,783 billion) and overnight index swap clearing volumes (30 per cent, €4,553 billion).
Average daily cleared volumes through Eurex Clearing have increased 11 per cent YoY for February to €258 billion.
This features a 73 per cent YoY spike in interest rate swaps to €41 billion, and a 57 per cent YoY hike in overnight index swaps to €34 billion.
While there was a 14 per cent YoY rise in GC Pooling average daily term-adjusted volume to €147 billion, special repo average daily term-adjusted volume fell by 26 per cent YoY to €161.1 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 17 per cent YoY for the month, to €39,776 billion.
Growth in this area has been attributed to YoY increases in notional outstanding for interest rate swaps (16 per cent, €16,783 billion) and overnight index swap clearing volumes (30 per cent, €4,553 billion).
Average daily cleared volumes through Eurex Clearing have increased 11 per cent YoY for February to €258 billion.
This features a 73 per cent YoY spike in interest rate swaps to €41 billion, and a 57 per cent YoY hike in overnight index swaps to €34 billion.
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