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 2020. Replies were received from 61 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-ninth semi-annual survey of the repo market in Europe set the baseline figure for market size at EUR 7,885.4 billion.
PDF version: ICMA European repo market survey number 39 conducted June 2020
Next survey
The next survey will report the value of repo contracts still outstanding at close of business on 9 December 2020.
PARTICIPATE IN THE SURVEY
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.