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

March

% change

12 Months ended
31 March

% change


2013

2014


2013

2014


US Treasury [1]

125.2

189.7

51%

118.5

158.1

33%

US Repo

233.9

219.1

(6%)

219.8

216.7

(1%)

EU Repo [2]

263.4

265.5

1%

248.4

251.4

1%

EBS Volumes [2]

120.4

88.4

(27%)

115.6

93.2

(19%)

 

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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