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 2016

% change


2015

2016


2015

2016


US Treasury [1]

144.5

144.5

0%

161.5

168.3

4%

US Repo

212.3

205.7

(3%)

220.8

212.0

(4%)

European Repo (in EUR billions)

182.2

175.6

(4%)

180.6

174.6

(3%)

EBS Volumes

96.9

82.3

(15%)

101.5

89.3

(12%)

 

Notes
[1] - US Treasury products include US On-the-run, US Off-the-run, US T-Bills & US Agency.
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