Take the 2-minute tour ×
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It's 100% free, no registration required.

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.)

share|improve this question
1  
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

2 Answers 2

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/

share|improve this answer
1  
but the graphs are not updated, these are very static information –  user7228 Feb 13 at 13:48

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
share|improve this answer
    
Thought while there's statistics on fx swaps/futures volumne, there's such statistics on fx spots? –  user7228 Feb 13 at 13:51
1  
I don't understand... –  user1157 Feb 13 at 14:21

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.