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

August

% change

12 Months ended
31 August 2016

% change


2015

2016


2015

2016


US Treasury [1]

182.7

142.1

(22%)

170.7

160.3

(6%)

US Repo

204.0

219.0

7%

218.7

212.5

(3%)

European Repo (in EUR billions)

175.7

165.7

(6%)

177.1

172.7

(2%)

EBS Volumes

100.3

68.4

(32%)

107.5

84.8

(21%)

 

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