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

February

% change

12 Months ended
28 February

% change


2014

2015


2014

2015


US Treasury [1]

158.0

181.9

15%

152.9

165.9

8%

US Repo

204.9

225.0

10%

217.9

219.6

1%

EU Repo [2]

254.6

196.0

(23%)

251.2

237.2

(6%)

EBS Volumes [2]

83.5

94.1

13%

95.8

96.9

1%

 

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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