Average daily volume (in USD billions, single count) | ||||||||
July | YoY% change | June | MoM% change |
12 Months ended 31 July |
% change | |||
2015 | 2016 | 2016 | 2015 | 2016 | ||||
US Treasury | 161.5 | 153.8 | (5%) | 169.8 | (9%) | 167.8 | 163.8 | (2%) |
US Repo | 197.2 | 211.3 | 7% | 201.3 | 5% | 220.2 | 211.2 | (4%) |
European Repo (in EUR billions) | 176.4 | 169.4 | (4%) | 179.3 | (6%) | 177.5 | 173.6 | (2%) |
EBS Volumes | 82.1 | 83.0 | 1% | 97.4 | (15%) | 106.3 | 87.5 | (18%) |
*EBS Volumes include Spot, Outrights and Swaps.
Historical data is available here: http://www.icap.com/investor-relations/monthly-volume-data.aspx