Introducing the first generation of our FX Market Profile tool bringing together listed and spot FX in one comprehensive view so that traders around the world can compare and analyze the complementary liquidity available in these markets.
What it calculates: The FX Market Profile provides a view of bid-ask spreads for 18 currency pairs across CME Group FX futures, FX Link, Metals, and Spot FX on EBS Market. It shows order book depth, market activity, and volume data. View intuitive charts and statistical plots with granularity from 5 minutes to 1 hour, or daily to monthly intervals for historical analysis. All data is delivered by our industry-leading Quant Analytics platform.
What it creates: The FX Market Profile tool offers unprecedented transparency, enabling traders to analyze liquidity in our leading FX products side-by-side in order to determine the optimal trading modality and time of day to transact, identify execution efficiencies, and minimize the market impact of trades.
Gain transparency, improve decision making:
Majors: EUR/USD | AUD/USD | GBP/USD | NZD/USD | USD/CAD | USD/CHF | USD/JPY
Scandis and EM: USD/MXN | USD/ZAR | USD/RUB | USD/CNH | USD/SEK | USD/NOK
Crosses: EUR/SEK | EUR/NOK | EUR/JPY | EUR/GBP | EUR/CHF
Get connected to CME Direct, our secure, highly configurable trading front-end to trade different currencies and follow market data in real time. Or, access our markets through multiple other venues:
Bloomberg | CQG | Fidessa | Refinitiv / TT
Get connected to EBS, a market leading platform for spot FX and NDFs that is trusted by dealers and central banks around the world, via our dedicated front-end: EBS workstation.
CME Group provides additional tools to further enable participants to analyze our markets, recognize the complementary value of cash and listed FX – and enable more participants to make more informed decisions.
Available to the cmegroup.com community, this tool provides greater transparency into the FX Swap Market by providing clients with a clear view on the bid, mid and ask for standardized FX swap transactions across 8 currency pairs. The tool also uses real pricing data to calculate the current implied interest rate differential for 8 currency pairs which can be used to help verify or identify potential investment opportunities available.
Available to the cmegroup.com community, and built into CME Direct, the FX Options Vol Converter provides price transparency between the OTC and CME options markets – already aligned in style, value date, expiration time, and underlying price convergence – so that market participants can monitor price relationship and make more informed decisions across both markets.