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

% change


2013

2014


2013

2014


US Treasury [1]

214.5

155.3

(28%)

133.2

154.7

16%

US Repo

243.3

224.7

(8%)

222.0

211.6

(5%)

EU Repo [2]

265.4

274.4

3%

249.9

253.0

1%

EBS Volumes [2]

128.8

77.0

(40%)

116.0

79.6

(31%)

 

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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