Average daily volume (in USD billions, single count) | ||||||||
June | YoY% change | May | MoM% change |
12 Months ended 30 June |
% change | |||
2015 | 2016 | 2016 | 2015 | 2016 | ||||
US Treasury | 188.9 | 169.8 | (10%) | 156.4 | 9% | 166.0 | 164.4 | (1%) |
US Repo | 221.6 | 201.3 | (9%) | 212.7 | (5%) | 222.0 | 209.9 | (5%) |
European Repo (in EUR billions) | 180.1 | 179.2 | 0% | 169.2 | 6% | 178.0 | 174.2 | (2%) |
EBS Volumes | 100.8 | 97.4 | (3%) | 75.7 | 29% | 105.3 | 89.5 | (15%) |
*EBS Volumes include Spot, Outrights and Swaps.
Historical data is available here: http://www.icap.com/investor-relations/monthly-volume-data.aspx