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

May

% change

12 Months ended
31 May 2016

% change


2015

2016


2015

2016


US Treasury [1]

184.2

156.4

(15%)

163.2

166.0

2%

US Repo

217.0

212.7

(2%)

222.3

211.7

(5%)

European Repo (in EUR billions)

172.9

169.2

(2%)

179.7

174.2

(3%)

EBS Volumes

95.9

75.7

(21%)

103.4

89.9

(13%)

 

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