Each month NEX publishes average daily volume data in selected products. The volume figures cover electronically traded products - spot foreign exchange, US Treasury products, European and US repo products.
Average daily volume (in USD billions, single count) | ||||||||
December | YoY% change | November | MoM% change |
12 Months ended 31 December |
% change | |||
2015 | 2016 | 2016 | 2015 | 2016 | ||||
US Treasury | 142.5 | 152.2 | 7% | 213.8 | (29%) | 164.7 | 167.2 | 1% |
US Repo | 222.6 | 233.7 | 5% | 240.1 | (3%) | 215.3 | 218.3 | 1% |
European Repo (in EUR billions) | 168.3 | 181.3 | 8% | 193.0 | (6%) | 175.5 | 177.3 | 1% |
EBS Volumes | 74.8 | 89.6 | 20% | 114.6 | (22%) | 94.7 | 88.7 | (6%) |
*EBS Volumes include Spot, Outrights and Swaps.
Historical data is available here: www.nex.com/investors/monthly-volume-data