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

March

% change

12 Months ended
31 March 2016

% change


2015

2016


2015

2016


US Treasury [1]

153.9

155.3

1%

163.0

168.2

3%

US Repo

218.8

214.3

(2%)

219.6

212.5

(3%)

European Repo (in EUR billions)

189.6

184.5

(3%)

181.3

175.1

(3%)

EBS Volumes

114.5

83.7

(27%)

99.1

90.5

(9%)

 

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