Forex Trading Volume
Average daily volume in total over-the-counter Forex instruments, including
SPOT
transactions,
Outright Forward,
Foreign Exchange Swap, and
Currency Option
transactions, reached $799 billion in April 2011. This exceeded the previous high
of $722 billion set in October 2010.
Turnover in currency pairs involving the US dollar was 87 percent. Across currency
pairs, the euro versus the US dollar pair continues to have the highest share of
reported turnover at 31 percent. These reports are published in April and October.
Data Source: Federal Reserve Bank of New York
Average Daily Trading Volume
Total = $799 billion
Most traded currency pairs by average daily trading volume
April 2011, published May 10, 2011
Average Daily Volume
Daily trading volume by currency pairs vs. U.S. Dollar and Euro
April 2011, Millions of U.S. Dollars
| Currency | SPOT | Forwards | FX Swaps | Options | Total Volume | % Total Volume |
|---|
| Euro | 136,480 | 29,065 | 71,118 | 8,475 | 245,138 | 35.18% |
| Japanese yen | 51,660 | 11,707 | 27,946 | 5,522 | 96,835 | 13.90% |
| British pound | 33,776 | 9,808 | 20,022 | 2,460 | 66,066 | 9.48% |
| Canadian dollar | 26,988 | 9,908 | 37,333 | 2,667 | 76,896 | 11.03% |
| Swiss franc | 17,398 | 5,217 | 11,386 | 2,133 | 36,134 | 5.19% |
| Australian dollar | 31,121 | 8,408 | 12,957 | 3,413 | 55,899 | 8.02% |
| Argentine peso | 88 | 268 | 1 | 31 | 388 | 0.06% |
| Brazilian real | 3,534 | 11,575 | 78 | 2,733 | 17,920 | 2.57% |
| Chilean peso | 654 | 1,988 | 24 | 363 | 3,029 | 0.43% |
| Mexican peso | 9,232 | 2,634 | 10,475 | 1,474 | 23,815 | 3.42% |
| All other currencies | 18,769 | 26,504 | 21,358 | 8,139 | 74,770 | 10.73% |
| Currency | SPOT | Forwards | FX Swaps | Options | Total Volume | % Total Volume |
|---|
| Japanese yen | 18,204 | 1,508 | 819 | 1,188 | 21,719 | 21.33% |
| British pound | 11,622 | 2,118 | 1,519 | 853 | 16,112 | 15.82% |
| Swiss franc | 12,024 | 1,548 | 925 | 2,180 | 16,677 | 16.38% |
| All other currencies | 24,054 | 9,415 | 8,202 | 5,665 | 47,336 | 46.48% |
Average Daily Volume
Trading volume by currency instrument
April 2011, published May 10, 2011
Data Source: Federal Reserve Bank of New York
Total Monthly Volume
Trading volume by currency instrument
April 2011, published May 10, 2011