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 14 May 2024, ICMA published the latest edition of the Survey (number 46). It is based on responses received from 60 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 December 2023 (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-sixth semi-annual survey of the repo market in Europe set the baseline figure for market size at EUR 10,899 billion.
Next survey
The next survey will report the value of repo contracts still outstanding at close of business on 12 June 2024. The survey froms will be posted here in due course.
For any queries relating to the survey, please e-mail reposurvey@icmagroup.org.
Previous survey reports are available here.
Asia-Pacific repo market survey
26 January 2024
5th ICMA and ASIFMA Asia-Pacific repo market survey, conducted June 2023
5 December 2022
4th ICMA and ASIFMA Asia-Pacific repo market survey, conducted June 2022
14 December 2021
3rd ICMA and ASIFMA Asia-Pacific repo market survey, conducted June 2021
12 November 2020
2nd ICMA and ASIFMA Asia-Pacific repo market survey, conducted June 2020
