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 December 2020. Replies were received from 60 offices of 55 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 fortieth semi-annual survey of the repo market in Europe set the baseline figure for market size at EUR 8,285 billion.   

PDF version: ICMA European repo market survey number 40 conducted December 2020





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.

Next survey

The next survey will report the value of repo contracts still outstanding at close of business on 9 June 2021.

For any queries relating to the survey, please e-mail reposurvey@icmagroup.org.

Previous survey reports are available here.


Asia-Pacific repo market survey

12 November 2020 ICMA has published jointly with ASIFMA the 2nd Asia-Pacific repo market survey, conducted June 2020.
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