Monthly volume data

Each month NEX publishes average daily volume data in selected products on www.nex.com. The volume figures cover electronically traded products - spot foreign exchange, US Treasury products, European and US repo products.

Summary
Average daily volume (in USD billions, single count)
Electronic Broking March
% change 12 Months ended
31 March
% change
2016 2017 2016 2017
US Treasury [1] 155.3 172.0 11% 168.2 164.1 (2%)
US Repo 214.3 225.2 5% 212.5 219.3 3%
European Repo (in EUR billions) 184.5 215.0 17% 175.1 186.3 6%
EBS Volumes 83.7 86.5 3% 90.5 83.3 (8%)

Notes

[1] 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.

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