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

October

% change

12 Months ended
31 October

% change


2013

2014


2013

2014


US Treasury [1]

144.2

207.7

44%

144.9

161.3

11%

US Repo

214.5

227.3

6%

222.1

215.9

(3%)

EU Repo [2]

239.2

233.2

(2%)

250.3

253.3

1%

EBS Volumes [2]

77.0

129.9

69%

109.2

86.2

(21%)

 

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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