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Volumes Across FX Futures Inconsistent Headed into London Close

FOREX
Another broad-based push higher in the USD - perhaps worth noting that volumes across G10 FX futures are pretty inconsistent headed into the London close - with better activity in CHF, AUD and GBP futures relative to the normally much more actively traded EUR, JPY futures contracts:

Cumulative volumes relative to running average at this time of day:

  • CHF futures 6.8% above
  • GBP futures 0.5% above
  • AUD futures 0.4% below
  • JPY futures 13% below
  • EUR futures 14% below

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