Average daily volume (in USD billions, single count) | ||||||||
September | YoY% change | August | MoM% change |
12 Months ended 30 September |
% change | |||
2016 | 2017 | 2017 | 2016 | 2017 | ||||
US Treasury | 154.1 | 160.1 | 4% | 131.2 | 22% | 160.1 | 165.6 | 3% |
US Repo | 229.1 | 236.4 | 3% | 225.8 | 5% | 214.1 | 224.6 | 5% |
European Repo (in EUR billions) | 178.4 | 244.5 | 37% | 228.0 | 7% | 172.5 | 213.7 | 24% |
Spot FX | 76.7 | 97.4 | 27% | 83.0 | 17% | 82.7 | 86.0 | 4% |
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