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 January
% change 12 Months ended
31 January 2017
% change
2016 2017 2016 2017
US Treasury [1] 202.9 178.5 (12%) 165.9 165.4 0%
US Repo 203.1 213.9 5% 213.8 219.1 2%
European Repo (in EUR billions) 170.5 208.7 22% 175.5 180.5 3%
EBS Volumes 103.8 93.2 (10%) 92.5 84.8 (8%)

Notes

[1] - US Treasury products include US On-the-run, US Off-the-run, US T-Bills & US Agency.

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