FX Market Profile – powered by Quant Analytics

Compare CME listed FX futures and Spot FX on one screen

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:

  • Compare Pricing and liquidity over time and across FX futures, FX Link, and OTC spot FX.
    Powered by CME Group FX
  • See where the tightest top of book prices are across time zones and what depth is available in the central limit order books out to 10 levels.
  • Understand the volumes and market activity driving the pricing.
  • Recognize the complementary value of spot FX, FX Link, and FX futures.
  • Know we're committed to evolving this tool by adding more functionality over time, listening to what our customers need and making this version better. As a user of this tool – we will alert you when new releases occur.

Available on 18 currency pairs:

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

Start trading

Act on what you see in listed FX

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

Act on what you see in cash FX

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.

Analyze More

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.

FX Swaps

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.

Go to the FX Swap Rate Monitor

Listed FX Options

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.

Go to the FX Options Vol Converter