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I understand that there are no official figures of fx trading volume per currency, but are there any good estimates?

Is there any fx exchange that is particularly forthcoming with its volume data, say on a monthly basis? Googling the answer has only been partially helpful.

(I am not a professional quant, but this is related to professional consulting for a large fund, so I figured this was a good place to ask.)

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Futures volume is available here: cmegroup.com/market-data/volume-open-interest/fx-volume.html But I'd be more interested in spot and swap –  Gurgeh Dec 4 '13 at 12:42
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2 Answers

This blog entry has graphs of the major ECN and CLS volumes - it has the data you are looking for. Suggest you ask the author where the data comes from (there is a contact button).

http://www.marketfactory.com/the-missing-billions/

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but the graphs are not updated, these are very static information –  Joanne Feb 13 at 13:48
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The foreign exchang comitee publishes a report for North America, the FX Volume Survey.

From the website:

The Foreign Exchange Committee launched its inaugural Survey of North American Foreign Exchange Volume in October 2004 in order to provide the market with frequent information on the size and structure of foreign exchange activity in North America.

The survey contains information on

  • Spot Transactions
  • Forward Transactions
  • Foreign Exchange Swaps Transactions
  • Over the Counter Options
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Thought while there's statistics on fx swaps/futures volumne, there's such statistics on fx spots? –  Joanne Feb 13 at 13:51
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I don't understand... –  ASDF Feb 13 at 14:21
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