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

April

% change

12 Months ended
30 April

% change


2014

2015


2014

2015


US Treasury [1]

162.5

144.5

(11%)

161.7

161.5

0%

US Repo

198.5

212.3

7%

214.8

220.8

3%

EU Repo [2]

263.1

195.7

(26%)

252.0

227.2

(10%)

EBS Volumes [2]

68.5

96.9

41%

88.2

101.5

15%

 

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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