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

June

% change

12 Months ended
30 June 2016

% change


2015

2016


2015

2016


US Treasury [1]

188.9

169.8

(10%)

166.0

164.4

(1%)

US Repo

221.6

201.3

(9%)

222.3

211.7

(5%)

European Repo (in EUR billions)

180.1

179.3

0%

179.7

174.2

(2%)

EBS Volumes

100.8

97.4

(3%)

105.3

89.5

(15%)

 

Notes
[1] - US Treasury products include US On-the-run, US Off-the-run, US T-Bills & US Agency.
Please click here to view the most recent press release.
Please click here to view historical data.