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FX turnovers

CROSS ASSET
  • Very low liquidity in Govies, Bund trading under 100k lots in the first 3 hours of trading, since the cash open and subtracting the 5k lots traded overnight.
  • Similar on Short Term Interest Rates, SONIA, Euribor and Eurodollar.

In FX vs 5 days averages:

  • EUR 32%
  • GBP 24%
  • JPY 27%
  • AUD 38%
  • CAD 17%
  • CHF 31%
  • NZD 34%
  • SEK 31%

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