ICAP Electronic Markets Volumes - September 2016

Average Daily Volume (in USD billions unless otherwise stated, single count)

12 Month ended

September

YoY

August

MoM

30 September

2015

2016

% change

2016

% Change

2015

2016

% change

US Treasury

157.4

154.1

(2%)

142.1

8%

169.6

160.1

(6%)

US Repo

210.0

229.1

9%

219.0

5%

216.1

214.1

(1%)

European Repo (in EUR billions)

181.0

178.4

(1%)

165.7

8%

176.8

172.5

(2%)

EBS Volumes

89.4

81.7

(9%)

68.4

19%

105.1

84.1

(20%)

*EBS Volumes include Spot, Outrights and Swaps.

Historical data is available here:http://www.icap.com/investor-relations/monthly-volume-data.aspx

Contacts:

Bryony Scragg UK Communications +44 (0) 20 7818 9689

Guy Taylor US Communications +1 212 521 4614

Andy Donald/ Rebecca Mitchell

Maitland

+44 (0) 20 7379 5151

Alex Dee Head of Investor Relations +44 (0) 20 7050 7420

About ICAP

ICAP is a leading markets operator and provider of post trade risk mitigation and information services. The Group matches buyers and sellers in the wholesale markets in interest rates, credit, commodities, FX, emerging markets and equity derivatives through voice and electronic networks. Through its post trade risk mitigation and information services ICAP helps customers manage and mitigate risk in their portfolios.

For more information, go to www.icap.com.

ICAP plc published this content on 05 October 2016 and is solely responsible for the information contained herein.
Distributed by Public, unedited and unaltered, on 05 October 2016 08:04:04 UTC.

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