Average daily volume (in USD billions, single count) | ||||||||
December | YoY% change | November | MoM% change |
12 Months ended 31 December |
% change | |||
2016 | 2017 | 2017 | 2016 | 2017 | ||||
US Treasury | 152.2 | 148.5 | (2%) | 156.7 | (5%) | 167.2 | 160.7 | (4%) |
US Repo | 233.7 | 260.1 | 11% | 252.6 | 3% | 218.3 | 228.8 | 5% |
European Repo (in EUR billions) | 181.3 | 223.1 | 23% | 240.4 | (7%) | 177.3 | 225.8 | 27% |
Spot FX | 82.8 | 65.5 | (21%) | 82.3 | (20%) | 85.5 | 82.7 | (3%) |
Volume information includes UST Benchmarks and Agencies. Off-the-Run securities, including T-Bills, are provided pursuant to an agreement with ICAP Securities USA LLC.
Historical data is available here: www.nex.com/investors/monthly-volume-data