What it calculates: The FX Market Profile provides an hour by hour view of the bid-ask spread of CME listed FX futures, FX Link, and spot FX on EBS markets, whilst also providing order book depth along with market activity and volume data. This data is available for download or online with intuitive charts and statistical plots, all 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
These dashboards let you compare our futures and cash market liquidity side-by-side – so that you can choose the optimal trade, in the marketplace of your choice.
Features in the upcoming release:
If you have already accessed a Market Profile tool with your company email, we will notify you once available.
New to the tools? Subscribe to keep informed on developments for the next release.
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.
Built into EBS, is the full power of Quant Analytics, which enables participants to investigate EBS Market activity on the CLOB, analyze bilateral trading on EBS Direct including advanced TCA, Market Impact, Fills/rejects, LP hold times, manage liquidity and relationships and optimize execution efficiencies for both Makers and Takers of liquidity. Available by HTML 5.0 dashboards and or Fix 4.4 API.
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.
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.
Keep up-to-date with what's happening in the FX marketplace. Sign up to receive product news, market trends, expert views, and statistics about our markets — from G10 to Emerging Markets, across Futures, Options and FX Link.
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