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

January

% change

12 Months ended
31 January

% change


2014

2015


2014

2015


US Treasury [1]

165.0

185.2

12%

152.3

164.1

8%

US Repo

213.9

220.8

3%

219.9

218.1

(1%)

EU Repo [2]

268.8

207.2

(23%)

252.6

241.7

(4%)

EBS Volumes [2]

87.5

129.6

48%

100.8

96.1

(5%)

 

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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