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05 June 2024
Europe
Reporter Sophie Downes

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Eurex Repo average daily volume down 25% YoY for May

Trading volumes on Eurex Repo have declined 25 per cent YoY to 鈧301.9 billion for May, in average daily term-adjusted volume.

This year-on-year loss was driven by a 13 per cent YoY decline in GC Pooling average daily term-adjusted volume to 鈧164.1 billion, and a 35 per cent YoY decline in special repo average daily term-adjusted volume to 鈧137.8 billion.

For OTC derivatives clearing, notional outstanding volumes have risen 6 per cent YoY to 鈧36,134 billion.

This growth has been driven by a 7 per cent YoY expansion in notional outstanding for interest-rate swaps to 鈧15,028 billion for May, of which overnight index swap clearing volumes have risen 25 per cent YoY to 鈧3,679 billion.

Average daily cleared volumes through Eurex Clearing have increased 40 per cent YoY for April to 鈧212 billion.

This features a 46 per cent YoY increase in average daily cleared volume for interest rate swaps to 鈧26 billion, and a 29 per cent YoY rise in overnight index swaps average daily cleared volume to 鈧17 billion.

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