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


2014

2015


2014

2015


US Treasury [1]

141.2

161.5

14%

155.1

167.8

8%

US Repo

217.6

197.2

(9%)

211.6

220.2

4%

EU Repo (in EUR billions)

181.5

176.4

(3%)

186.6

177.5

(5%)

EBS Volumes [2]

70.6

82.1

16%

77.9

106.3

36%

 

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