- 27 Oct 2021
- By CME Group
- Topics: EBS
Source: EBS, all data as of September 30, 2021
Q3 RANKING |
CURRENCY PAIR |
JULY |
AUGUST |
SEPTEMBER |
||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
|
High |
Low |
Range |
High |
Low |
Range |
High |
Low |
Range |
1 |
EUR/USD |
1.19090 |
1.17520 |
0.0157 |
1.18990 |
1.16640 |
0.0235 |
1.19090 |
1.15630 |
0.0346 |
2 |
USD/CNH |
6.5290 |
6.4508 |
0.078 |
6.5100 |
6.4470 |
0.063 |
6.4878 |
6.4247 |
0.063 |
3 |
USD/JPY |
111.660 |
109.070 |
2.59 |
110.800 |
108.725 |
2.08 |
112.080 |
109.110 |
2.97 |
4 |
USD/CHF |
0.92735 |
0.90400 |
0.0233 |
0.92420 |
0.90185 |
0.0223 |
0.93685 |
0.91160 |
0.0252 |
5 |
USD/RUB |
75.3250 |
72.6600 |
2.665 |
74.6500 |
72.7000 |
1.950 |
73.6200 |
72.2300 |
1.390 |
6 |
EUR/JPY |
132.405 |
128.610 |
3.79 |
130.400 |
127.940 |
2.46 |
130.740 |
127.930 |
2.81 |
7 |
EUR/CHF |
1.09860 |
1.07420 |
0.0244 |
1.08400 |
1.06965 |
0.0144 |
1.09375 |
1.07850 |
0.0152 |
8 |
USD/HKD |
7.7850 |
7.7645 |
0.021 |
7.7945 |
7.7721 |
0.022 |
7.7893 |
7.7702 |
0.019 |
9 |
AUD/USD |
0.75990 |
0.72895 |
0.0310 |
0.74270 |
0.71065 |
0.0321 |
0.74750 |
0.71710 |
0.0304 |
10 |
AUD/JPY |
84.18 |
79.85 |
4.3 |
81.53 |
77.94 |
3.6 |
81.98 |
78.87 |
3.1 |
11 from 12 |
GBP/USD |
1.39780 |
1.35730 |
0.0405 |
1.39530 |
1.36060 |
0.0347 |
1.39120 |
1.34135 |
0.0498 |
12 from 11 |
USD/SGD |
1.3689 |
1.3424 |
0.03 |
1.3651 |
1.3430 |
0.02 |
1.3626 |
1.3382 |
0.02 |
13 from 14 |
GBP/JPY |
154.08 |
148.53 |
5.6 |
153.30 |
149.21 |
4.1 |
152.85 |
148.96 |
3.9 |
14 from 13 |
USD/CAD |
1.27970 |
1.23040 |
0.0493 |
1.29430 |
1.24570 |
0.0486 |
1.28940 |
1.24960 |
0.0398 |
15 New |
NZD/JPY |
78.68 |
75.36 |
3.3 |
77.90 |
74.65 |
3.3 |
78.60 |
76.43 |
2.2 |
Q3 RANKING |
CURRENCY PAIR |
JULY |
AUGUST |
SEPTEMBER |
||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
|
High |
Low |
Range |
High |
Low |
Range |
High |
Low |
Range |
1 |
SAU/USD |
1834.30 |
1766.40 |
67.9 |
1831.70 |
1667.60 |
164.1 |
1834.00 |
1721.80 |
112.2 |
2 |
XAG/USD |
26.7600 |
24.5000 |
2.260 |
25.9625 |
22.0675 |
3.895 |
24.8325 |
21.4450 |
3.387 |
3 |
SAG/USD |
26.7475 |
24.5075 |
2.240 |
26.0025 |
22.6425 |
3.360 |
24.8600 |
21.4575 |
3.403 |
4 |
LPT/USD |
1147.0 |
1040.0 |
107.0 |
1059.0 |
964.5 |
95 |
1028.5 |
907.0 |
121.5 |
Q3 RANKING |
CURRENCY PAIR |
JULY |
AUGUST |
SEPTEMBER |
||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
|
High |
Low |
Range |
High |
Low |
Range |
High |
Low |
Range |
1 |
KRW 1M |
1159.5 |
1130.0 |
30 |
1184.2 |
1141.5 |
43 |
1191.9 |
1153.0 |
39 |
2 |
INR 1M |
75.285 |
74.455 |
0.83 |
74.750 |
73.13 |
1.63 |
74.610 |
73.150 |
1.46 |
3 |
TWD 1M |
28.110 |
27.840 |
0.27 |
28.050 |
27.570 |
0.48 |
27.830 |
27.535 |
0.29 |
4 |
IDR 1M |
14677 |
14450 |
227 |
14570 |
14248 |
322 |
14395 |
14240 |
155 |
5 |
PHP 1M |
51.35 |
49.05 |
2.3 |
50.93 |
49.68 |
1.3 |
51.52 |
49.74 |
1.8 |
Q3 RANKING |
CURRENCY PAIR |
JULY |
AUGUST |
SEPTEMBER |
||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
|
High |
Low |
Range |
High |
Low |
Range |
High |
Low |
Range |
1 |
KRW 1M |
1159.0 |
1128.8 |
30 |
1184.6 |
1141.3 |
43 |
1193.0 |
1153.9 |
39 |
2 |
INR 1M |
75.310 |
74.460 |
0.85 |
74.730 |
73.14 |
1.60 |
74.630 |
73.130 |
1.50 |
3 |
TWD 1M |
28.100 |
27.830 |
0.27 |
28.080 |
27.570 |
0.51 |
27.840 |
27.525 |
0.32 |
4 |
IDR 1M |
14670 |
14455 |
215 |
14572 |
14255 |
317 |
14380 |
14200 |
180 |
5 |
PHP 1M |
51.30 |
48.99 |
2.3 |
50.98 |
49.68 |
1.3 |
51.50 |
49.73 |
1.8 |
Make more informed execution decisions: enhanced FX Market Profile
The FX Market Profile empowers informed trading decisions – showing key insights into OTC, futures, and swaps markets across 18 currency pairs.
EBS Direct clients can now access private liquidity pools, and benefit from our enhanced flexible technology to build bespoke curated liquidity pools, at minimal infrastructure costs.
Build: One to one bespoke liquidity pools
We’re simplifying how LPs connect to EBS Direct, so you can create custom pricing from your preferred liquidity providers yet rationalize your connections to multiple counterparties.
EBS Direct provides LPs with the ability to differentiate and tailor the pricing they show to a specific client and clients can request bespoke pricing they receive from their LPs on a single API session – through our new multiplexing software – i.e., private liquidity pools (PLPs).
Customize: Each private pool can be customized for liquidity providers and consumers for every pair (FX or precious metals), delivering tighter and competitive pricing for key counterparties.
Mitigate: Risk factors, such as skew information leakage and market impact, are diminished as PLPs support internalization and better risk management.
Know: Liquidity consumers benefit from exclusive and premium pricing, tailored to them, which is more reliable and independent of external factors.
Execution: faster and more robust
With our next-gen platform, clients can access private liquidity pools with minimal infrastructure or latency overheads.
Customers trading on EBS Direct can now benefit from enhanced processing times – below 50 microseconds – and faster market data on the new platform, which is the single greatest upgrade to EBS Direct since its inception. Our new technology is delivering:
- Improved price discovery
- Greater certainty of execution
- Improved fill ratios for market participants
- Greater customization of liquidity
A more deterministic and bespoke trading environment creates operational, execution, and total cost efficiencies ‒ improving overall trading performance for both liquidity consumers and liquidity providers.
ISV partners ready to assist you go live with EBS Direct
EBS is proud to work with leading third-party vendors to provide customers with connectivity and workflow solutions across the trading lifecycle.
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