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

November

% change

12 Months ended
31 November

% change


2013

2014


2013

2014


US Treasury [1]

147.8

137.8

(7%)

148.3

160.6

8%

US Repo

203.2

215.4

6%

220.0

216.9

(1%)

EU Repo [2]

243.6

217.9

(11%)

250.8

251.4

0%

EBS Volumes [2]

79.5

123.0

55%

107.2

89.6

(16%)

 

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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