Monthly volume data

Each month ICAP publishes average daily volume data in selected products on www.icap.com. The volume figures cover electronically traded products - spot foreign exchange, US Treasury products, European and US repo products.

Summary

Average daily volume (in USD billions, single count)
Electronic Broking

March

% change

12 Months ended
31 March

% change


2014

2015


2014

2015


US Treasury [1]

189.7

219.1

(19%)

158.1

163.0

3%

US Repo

219.1

218.8

0%

216.7

219.6

1%

EU Repo [2]

265.5

212.7

(20%)

251.4

232.8

(7%)

EBS Volumes [2]

88.4

114.5

30%

93.2

99.1

6%

 

Notes
[1] - US Treasury products include US On-the-run, US Off-the-run, US T-Bills & US Agency.
[2] - All volumes are reported in USD using monthly FT exchange rates.
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