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

September

% change

12 Months ended
30 September

% change


2013

2014


2013

2014


US Treasury [1]

167.8

170.1

1%

142.3

155.7

9%

US Repo

211.9

240.2

13%

222.1

214.8

(3%)

EU Repo [2]

252.6

243.9

(3%)

251.4

253.8

1%

EBS Volumes [2]

81.2

117.9

45%

110.6

81.6

(26%)

 

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.
Please click here to view the most recent press release.
Please click here to view historical data.