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


2015

2016


2015

2016


US Treasury [1]

185.2

202.9

10%

164.1

165.9

1%

US Repo

220.8

203.1

(8%)

218.1

213.8

(2%)

European Repo (in EUR billions)

171.2

170.5

0%

182.6

175.5

(4%)

EBS Volumes

129.6

103.8

(20%)

96.1

92.5

(4%)

 

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