The repo market is pivotal to other financial markets, particularly those in bonds and derivatives. Despite its importance it is hard to obtain figures on the size of the European repo market and the ICMA survey is the only authoritative source of data for its size and composition.
For the most recent survey a sample of financial institutions in Europe were asked for the value of their repo contracts that were still outstanding at close of business on a single day in June 2021. Replies were received from 59 offices of 53 financial groups, representing the majority of significant players in the European repo market. All institutions who participate in the survey automatically receive, in confidence, a list of their rankings in the various categories of the survey.
The results of this, the forty-first semi-annual survey of the repo market in Europe set the baseline figure for market size at EUR 8,726 billion.
PDF version: ICMA European repo market survey number 41 conducted June 2021
|ICMA Podcast: 40th edition of ICMA’s European Repo Survey
On the occasion of the 20th anniversary of the European Repo Market Survey, ICMA’s Alex Westphal speaks to Richard Comotto, author of the Survey, to discuss the evolution of the survey, long-term trends in the European repo market, as well as the results of the current survey and the outlook for the repo market post Brexit transition.
The next survey will report the value of repo contracts still outstanding at close of business on 8 December 2021.
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Previous survey reports are available here.
Asia-Pacific repo market survey
14 December 2021 ICMA has published jointly with ASIFMA the 3rd Asia-Pacific repo market survey, conducted June 2021.
12 November 2020 ICMA has published jointly with ASIFMA the 2nd Asia-Pacific repo market survey, conducted June 2020.