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Average Daily Volume (in USD billions unless otherwise stated, single count) |
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12 Month ended |
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May |
YoY |
April |
MoM |
31 May |
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2015 |
2016 |
% change |
2016 |
% Change |
2015 |
2016 |
% change |
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US Treasury |
184.2 |
156.4 |
(15%) |
144.5 |
8% |
163.2 |
166.0 |
2% |
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US Repo |
217.0 |
212.7 |
(2%) |
205.7 |
3% |
222.3 |
211.7 |
(5%) |
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European Repo (in EUR billions) |
172.9 |
169.2 |
(2%) |
175.6 |
(4%) |
179.7 |
174.2 |
(3%) |
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EBS Volumes* |
95.9 |
75.7 |
(21%) |
84.3 |
(10%) |
103.4 |
89.9 |
(13%) |
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*EBS Volumes include Spot, Outrights and Swaps.
Historical data is available here: http://www.icap.com/investor-relations/monthly-volume-data.aspx
