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 2021. Replies were received from 57institutions, 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-second semi-annual survey of the repo market in Europe set the baseline figure for market size at EUR 9,198 billion.
PDF version: ICMA European Repo Market Survey number 42 conducted April 2022
PDF version: ICMA European Repo Market Survey - A look back at the tri-party securities lending data reported in the ICMA survey
PDF version: ICMA European Repo Market Survey - Electronic trading in the European repo market
The next survey will report the value of repo contracts still outstanding at close of business on 8 June 2022.
PARTICIPATE IN THE SURVEY
For any queries relating to the survey, please e-mail firstname.lastname@example.org.
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.