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.
On 12 November 2024, ICMA published the latest edition of the Survey (number 47). It is based on responses received from 61 participants, representing most significant players in the European repo market. As a basis for the survey ICMA asked a sample of financial institutions in Europe for the value of their repo contracts still outstanding at close of business on a single day in June 2024 (the survey date). 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-seventh semi-annual survey of the repo market in Europe set the baseline figure for market size at EUR 11,114 billion.
Next survey
The next survey will report the value of repo contracts still outstanding at close of business on 11 December 2024.
PARTICIPATE
For any queries relating to the survey, please e-mail reposurvey@icmagroup.org.
Previous survey reports are available here.
See also: Asia-Pacific repo market survey (produced jointly by ICMA and ASIFMA)
