ICAP Electronic Market Volumes – November 2016
ICAP Electronic Markets Volumes – November 2016
Average daily volume (in USD billions, single count)
November YoY% change October MoM% change 12 Months ended 30 November
% change
2015 2016 2016 2015 2016
US Treasury 146.1 213.8 46% 158.1 35% 165.3 166.3 1%
US Repo 230.6 240.1 4% 235.3 2% 215.4 217.4 1%
European Repo
(in EUR billions)168.4 193.0 15% 185.8 4% 174.7 176.2 1%
EBS Volumes 75.5 114.6 52% 83.8 37% 97.4 87.4 (10%)
