Risk.net

Repo market exceeds €6 trillion

The outstanding volume of repo trades now stands at €6 trillion, the International Capital Market Association (Icma) announced in its semiannual survey out today. That’s just 2.3% higher than December 2005’s total and 13% up from June 2005. The survey indicated a growing interest in tri-party products, which now account for a record high of 11.3% of the market. Trades executed on electronic trading systems fell by 11% over the last six months, representing just 21.4% of all trades outstandi