London daily FX vols rise to record $2.191 trillion (+30% yoy) – Bank of England official data

Today the Bank of England published the latest Semi Annual Bank of England FX survey (for April 2011), showing that Daily London FX vols at a record $2,191bln.

The survey shows that:

  • London daily ave FX vols hit record highs of $2,191bln (+30% YoY) in Apr 2011
  • Driven by 32% increase in spot FX and 19% increase in FX Swaps over the past 6mths since Oct 2010
  • With both spot and FX swaps rising 42% year on year compared to Apr 2010.

Further analysis to follow.

One Response

  1. […] data seems to be consistent with the Bank of England FX Survey data which shows FX flows (not profitability) by client segment. Below I have shown a chart of the FX […]

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