BrokerTec EU repo ADNV hikes 19% YoY for October
03 November 2026 US
Image: sergio/stock.adobe.com
CME Group鈥檚 BrokerTec has revealed EU repo average daily notional value (ADNV) has risen 19 per cent year-on-year (YoY) for October, accumulating 鈧�358 billion.
BrokerTec鈥檚 overall ADNV for the month was US$1.127 trillion, up 18 per cent YoY.
The figure represents volumes across benchmark cash US Treasuries, European government bonds, and US and EU repo.
With regards to US repo, volumes jumped 7 per cent YoY to US$419.5 billion in ADNV, with strong volume in general collateral trading.
For US Treasuries ADNV, volumes surged 50 per cent YoY to US$119.9 billion, outpacing volatility 鈥� measured by the CME Group US Treasury Volatility Index 鈥� which saw a 41 per cent hike over the same period.
Erik Norland, chief economist at CME Group, states: 鈥淯S Treasury yields fell by 30 to 35 basis points during October with the biggest declines occurring on the 5-year and 10-year parts of the yield curve as a sharp selloff in technology stocks generated a flight to quality.
鈥淕erman yields also fell sharply with 2-year yields down by 16bps while 10-year Bund yields declined by 26bps. Yields in Japan and the UK also followed German and US yields lower.
鈥淔rench yields rose, however, with 2-year yields jumping 5bps, 5-year yields rising 16bps and 10-year OAT yields up 11bps amid violent protests and concerns over France's 5 per cent of GDP budget deficit and 118 per cent public debt to GDP ratio.鈥�
BrokerTec鈥檚 overall ADNV for the month was US$1.127 trillion, up 18 per cent YoY.
The figure represents volumes across benchmark cash US Treasuries, European government bonds, and US and EU repo.
With regards to US repo, volumes jumped 7 per cent YoY to US$419.5 billion in ADNV, with strong volume in general collateral trading.
For US Treasuries ADNV, volumes surged 50 per cent YoY to US$119.9 billion, outpacing volatility 鈥� measured by the CME Group US Treasury Volatility Index 鈥� which saw a 41 per cent hike over the same period.
Erik Norland, chief economist at CME Group, states: 鈥淯S Treasury yields fell by 30 to 35 basis points during October with the biggest declines occurring on the 5-year and 10-year parts of the yield curve as a sharp selloff in technology stocks generated a flight to quality.
鈥淕erman yields also fell sharply with 2-year yields down by 16bps while 10-year Bund yields declined by 26bps. Yields in Japan and the UK also followed German and US yields lower.
鈥淔rench yields rose, however, with 2-year yields jumping 5bps, 5-year yields rising 16bps and 10-year OAT yields up 11bps amid violent protests and concerns over France's 5 per cent of GDP budget deficit and 118 per cent public debt to GDP ratio.鈥�
NO FEE, NO RISK
100% ON RETURNS If you invest in only one securities finance news source this year, make sure it is your free subscription to 网爆吃瓜 Finance Times
100% ON RETURNS If you invest in only one securities finance news source this year, make sure it is your free subscription to 网爆吃瓜 Finance Times
