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 2016

% change


2015

2016


2015

2016


US Treasury [1]

161.5

153.8

(5%)

167.8

163.8

(2%)

US Repo

197.2

211.3

7%

220.2

211.2

(4%)

European Repo (in EUR billions)

176.4

169.4

(4%)

177.5

173.6

(2%)

EBS Volumes

82.1

83.0

1%

106.3

87.5

(18%)

 

Notes
[1] - US Treasury products include US On-the-run, US Off-the-run, US T-Bills & US Agency.
Please click here to view the most recent press release.
Please click here to view historical data.