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

July

% change

12 Months ended
31 July

% change


2013

2014


2013

2014


US Treasury [1]

136.7

141.2

3%

136.4

155.1

14%

US Repo

217.7

217.6

0%

223.1

211.6

(5%)

EU Repo [2]

238.3

248.5

4%

250.2

253.9

1%

EBS Volumes [2]

89.3

70.6

(21%)

114.4

77.9

(32%)

 

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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