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Foreign Exchange

FX news: Volumes stay firm

Thomson Reuters, CME Group report November average daily FX spot volumes.

Thomson Reuters average daily FX spot volumes for November – covering Reuters Dealing, Matching and Reuters Trading for FX – were in excess of $147 billion. This figure is slightly down on October’s $151 billion but 15% up on November 2009’s volumes of $128 billion.


CME Group’s FX volume averaged 964,000 contracts per day, up 23% on a year ago and up 8% on October’s volume, which averaged 889,000 contracts per day. The contract volume in November reflects average daily notional value of $131 billion.

Monthly data from EBS and CLS was not available at ‘pixel-time’ but is expected to be broadly similar.

What the figures won’t reflect is something that we are hearing from the bigger banks: that they are commanding a greater share of overall volumes. It will be interesting to see in next year’s Euromoney survey which banks have broken away from the pack.

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