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

August

% change

12 Months ended
31 August

% change


2013

2014


2013

2014


US Treasury [1]

142.1

146.1

3%

139.5

155.5

11%

US Repo

214.2

223.7

4%

223.0

212.4

(5%)

EU Repo [2]

234.5

241.5

3%

251.2

254.6

1%

EBS Volumes [2]

78.7

85.5

9%

113.0

78.5

(31%)

 

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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