Eurex Repo trading volumes drop 14% YoY for April
07 May 2025 Europe
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Trading volumes on Eurex Repo have declined 14 per cent year-on-year (YoY) to 鈧�377.4 billion for April, 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�205.5 billion, and a 32 per cent YoY drop in special repo average daily term-adjusted volume to 鈧�171.9 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 22 per cent YoY for the month, to 鈧�41,918 billion.
Growth in this area has been attributed to YoY increases in notional outstanding for interest rate swaps (20 per cent, 鈧�17,658 billion) and overnight index swap clearing volumes (43 per cent, 鈧�5,507 billion).
Average daily cleared volumes through Eurex Clearing have risen 18 per cent YoY for April to 鈧�280 billion.
This features an 71 per cent YoY rise in average daily cleared volume for interest rate swaps to 鈧�46 billion, and an 77 per cent YoY jump in overnight index swaps average daily cleared volume to 鈧�32 billion.
This was driven by a 9 per cent YoY increase in GC Pooling average daily term-adjusted volume to 鈧�205.5 billion, and a 32 per cent YoY drop in special repo average daily term-adjusted volume to 鈧�171.9 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 22 per cent YoY for the month, to 鈧�41,918 billion.
Growth in this area has been attributed to YoY increases in notional outstanding for interest rate swaps (20 per cent, 鈧�17,658 billion) and overnight index swap clearing volumes (43 per cent, 鈧�5,507 billion).
Average daily cleared volumes through Eurex Clearing have risen 18 per cent YoY for April to 鈧�280 billion.
This features an 71 per cent YoY rise in average daily cleared volume for interest rate swaps to 鈧�46 billion, and an 77 per cent YoY jump in overnight index swaps average daily cleared volume to 鈧�32 billion.
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