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 20 December 2023, ICMA published the latest edition of the Survey (number 45). It is based on responses received from 62 institutions, 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 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-fifth semi-annual survey of the repo market in Europe set the baseline figure for market size at EUR 10,794 billion.
Next surveys
The next survey will report the value of repo contracts still outstanding at close of business on 13 December 2023.
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
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.