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 Decmeber 2019. Replies were received from 58 offices of 54 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 thirty-eighth semi-annual survey of the repo market in Europe set the baseline figure for market size at EUR 8,310.3 billion.
PDF version: ICMA European repo market survey number 38 conducted December 2019
Next survey
The next survey will report the value of repo contracts still outstanding at close of business on 10 June 2020.
PARTICIPATE IN THE NEXT SURVEY
For any queries relating to the survey, please e-mail reposurvey@icmagroup.org.
Previous survey reports are available here.