Average daily volume (in USD billions, single count) | ||||||||
November | YoY% change | October | MoM% change |
12 Months ended 30 November |
% change | |||
2015 | 2016 | 2016 | 2015 | 2016 | ||||
US Treasury | 146.1 | 213.8 | 46% | 158.1 | 35% | 165.3 | 166.3 | 1% |
US Repo | 230.6 | 240.1 | 4% | 235.3 | 2% | 215.4 | 217.4 | 1% |
European Repo (in EUR billions) | 168.4 | 193.0 | 15% | 185.8 | 4% | 174.7 | 176.2 | 1% |
EBS Volumes | 75.5 | 114.6 | 52% | 83.8 | 37% | 97.4 | 87.4 | (10%) |
*EBS Volumes include Spot, Outrights and Swaps.
Historical data is available here: http://www.icap.com/investor-relations/monthly-volume-data.aspx