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 April % change 12 Months ended
30 April
% change
2016 2017 2016 2017
US Treasury [1] 144.5 167.1 16% 168.3 165.9 (1%)
US Repo 205.7 212.5 3% 212.0 219.9 4%
European Repo (in EUR billions) 175.6 218.9 25% 174.6 189.6 9%
EBS Volumes 82.3 76.1 (7%) 89.3 82.8 (7%)

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.

Please click here to view the most recent press release.

Please click here to view historical data.