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)
NEX Markets June % change 12 Months ended
30 June
% change
2016 2017 2016 2017
US Treasury [1] 169.8 166.1 (2%) 164.4 166.7 1%
US Repo 201.3 226.5 13% 211.7 222.3 5%
European Repo (in EUR billions) 179.3 220.2 23% 174.2 198.1 14%
EBS Volumes 94.3 83.3 (12%) 87.4 82.6 (5%)

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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