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

December

% change

12 Months ended
31 December

% change


2013

2014


2013

2014


US Treasury [1]

127.7

149.0

17%

150.5

162.4

8%

US Repo

217.1

221.1

2%

220.4

217.2

(1%)

EU Repo [2]

248.5

199.1

(20%)

252.0

247.0

(2%)

EBS Volumes [2]

71.0

104.8

47%

105.4

92.5

(12%)

 

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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