NEX European repo volumes up 30% in October yoy, US lifts 5%

NEX Markets reported a 30% increase in European repo volumes to €241.1 billion in October. US repo lifted slightly 5% to $247.5 billion.

NEX Markets Volumes – October 2017

Average daily volume (in USD billions, single count)
October YoY% change September MoM% change 12 Months ended 31 October % change
2016 2017 2017 2016 2017
US Treasury 158.1 160.7 2% 160.1 0% 160.6 165.8 3%
US Repo 235.3 247.5 5% 236.4 5% 216.6 225.7 4%
European Repo (in EUR billions) 185.8 241.1 30% 244.5 (1%) 174.1 218.3 25%
Spot FX 77.0 80.6 5% 97.4 (17%) 82.2 86.2 5%

Volume information includes UST Benchmarks and Agencies. Off-the-Run securities, including T-Bills, are provided pursuant to an agreement with ICAP Securities.

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