Eurex Repo average daily volume down 14% YoY for November
05 December 2024 Europe
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Trading volumes on Eurex Repo have declined 14 per cent year-on-year (YoY) to 鈧�347.2 billion for November, in average daily term-adjusted volume.
This was driven by a 9 per cent YoY increase in GC Pooling average daily term-adjusted volume to 鈧�195.4 billion, and a 32 per cent YoY drop in special repo average daily term-adjusted volume to 鈧�151.8 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 10 per cent YoY for the month, to 鈧�34,922 billion.
Growth in this area has been attributed to YoY increases in notional outstanding for interest rate swaps (13 per cent, 鈧�15,618 billion) and overnight index swap clearing volumes (39 per cent, 鈧�4,209 billion).
Average daily cleared volumes through Eurex Clearing have risen 10 per cent YoY for November to 鈧�175 billion.
This features an 11 per cent YoY fall in average daily cleared volume for interest rate swaps to 鈧�22 billion, and an 88 per cent YoY jump in overnight index swaps average daily cleared volume to 鈧�27 billion.
This was driven by a 9 per cent YoY increase in GC Pooling average daily term-adjusted volume to 鈧�195.4 billion, and a 32 per cent YoY drop in special repo average daily term-adjusted volume to 鈧�151.8 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 10 per cent YoY for the month, to 鈧�34,922 billion.
Growth in this area has been attributed to YoY increases in notional outstanding for interest rate swaps (13 per cent, 鈧�15,618 billion) and overnight index swap clearing volumes (39 per cent, 鈧�4,209 billion).
Average daily cleared volumes through Eurex Clearing have risen 10 per cent YoY for November to 鈧�175 billion.
This features an 11 per cent YoY fall in average daily cleared volume for interest rate swaps to 鈧�22 billion, and an 88 per cent YoY jump in overnight index swaps average daily cleared volume to 鈧�27 billion.
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