JANUARY 2022

The EBS Report

Spot | Forwards | NDFs | Metals
 

Welcome to The EBS Report – covering product, technology, and key trends in one of the world's largest and most liquid FX markets.

  • 27 Jan 2022
  • By CME Group
  • Topics: EBS
IN OUR MARKETS

Stay connected to products, functionality developments, and technology updates

Products

See how the pairs compare: Top rankings by product

Source: EBS, all data as of Q4 2021

Spot

Q4 RANKING  CURRENCY PAIR  OCTOBER NOVEMBER DECEMBER
    High Low Range High Low Range High Low Range
1 EUR/USD 1.16920 1.15220 0.0170 1.16165 1.11860 0.0431 1.13865 1.12210 0.0165
2 from 3 USD/JPY 114.695 110.820 3.88 115.525 112.535 2.99 115.205 112.560 2.64
3 USD/CNH 6.4705 6.3685 0.10 6.4094 6.3615 0.05 6.3938 6.3306 0.06
4 USD/CHF 0.93380 0.91025 0.0235 0.93730 0.90890 0.0284 0.92940 0.91035 0.0191
5 USD/RUB 73.2400 69.2325 4.007 75.9300 70.5250 5.405 75.4500 73.0025 2.448
6 EUR/CHF 1.08070 1.05700 0.0237 1.06040 1.03910 0.0213 1.04670 1.03270 0.0140
7 EUR/JPY 133.480 128.355 5.13 132.560 127.500 5.06 131.000 127.390 3.61
8 USD/HKD 7.7883 7.7725 0.016 7.8020 7.7793 0.023 7.8045 7.7884 0.016
9 AUD/USD 0.75550 0.71940 0.0361 0.75330 0.70625 0.0470 0.72760 0.69950 0.0281
10 AUD/JPY 86.25 79.97 6.3 86.04 80.15 5.9 83.70 78.85 4.9
11 GBP/USD 1.38320 1.34350 0.0397 1.36920 1.31955 0.0496 1.35505 1.31770 0.0373
12 New GBP/JPY 158.21 149.26 9.0 156.45 149.77 6.7 155.86 148.99 6.9
13 from 14 USD/CAD 1.27340 1.22905 0.0444 1.28340 1.23530 0.0481 1.29630 1.26100 0.0353
14 USD/SGD 1.3626 1.3420 0.021 1.3742 1.3455 0.029 1.3724 1.3477 0.025
15 New EUR/CAD 1.47050 1.42940 0.0411 1.45470 1.41670 0.0380 1.46460 1.42430 0.0403

Metals

Q4 RANKING  CURRENCY PAIR  OCTOBER NOVEMBER DECEMBER
    High Low Range High Low Range High Low Range
1 SAU/USD 1813.90 1746.00 67.9 1877.20 1758.80 118.4 1830.50 1754.90 75.6
2 XAG/USD 24.8000 22.0250 2.775 25.4050 22.7400 2.665 23.3975 21.5000 1.898
3 SAG/USD 24.8000 22.1125 2.688 25.4075 22.7500 2.657 23.4000 21.5025 1.897
4 LPT/USD 1077.5 950.0 127.5 1101.0 940.0 161 988.5 901.0 87.5

ON-SEF NDFs

Q4 RANKING  CURRENCY PAIR  OCTOBER NOVEMBER DECEMBER
    High Low Range High Low Range High Low Range
1 KRW 1M 1200.0 1166.2 34 1198.0 1175.2 23 1194.0 1172.0 22
2 INR 1M 76.120 74.340 1.78 75.455 74.13 1.33 76.780 74.350 2.43
3 TWD 1M 28.155 27.705 0.45 27.910 27.580 0.33 27.845 27.510 0.33
4 IDR 1M 14369 14059 310 14501 14205 296 14540 14170 370
5 PHP 1M 51.20 50.48 0.7 50.90 49.82 1.1 51.57 49.85 1.7

OFF-SEF NDFs

Q4 RANKING  CURRENCY PAIR  OCTOBER NOVEMBER DECEMBER
    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

Subscribe to the quarterly COMEX Metals Update

CME Group’s metals futures and options contracts are one of the most liquid metals markets – subscribe to follow product performance.

Find out everything you need to know

Technology

Stay on track: The future of EBS is underway

In response to the changing needs of our customers, we are redesigning our systems and simplifying how clients connect, for optimal access to liquidity.

EBS Market integration onto CME Globex: Need to know

Ensure you know everything that needs to be done, when and how as we enter the final stages of our upgrade. Subscribe to our EBS Globex notices and never miss a detail.

Subscribe now

Did you know?

CME FX futures and EBS can be traded side-by-side on TORA

Find out more

EBS Direct: The network of ISVs is going from strength to strength

Now, there are over 17 ISVs (Independent Software Vendors) connected to EBS Direct. Find out if your preferred vendor is already connected, encourage them to if not, and start experiencing our improved EBS Direct bilateral pricing on the screen of your choice.

See the list

EBS Market: ISV readiness is gaining momentum

Now, three ISVs are certified to the EBS Market ticker – ready for the upgrade. Eight ISVs have completed certification for Order Entry and Market Data – and there is an active pipeline getting ready.

Order Entry and Market Data

  • Barracuda (ION Group)
  • Celoxica
  • Exegy
  • Fluent Trade Technologies
  • Market Factory (ION Group)
  • OnixS
  • Redline Trading Solutions
  • smartTrade Technologies

Please speak to your preferred partner to understand the status of their certification progress.

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2024 CME Group Inc. All rights reserved.