EBS report near 10% fall in FX vols in Nov 15

EBS one of the major platforms in the FX market, has released weak Nov FX vols, which at $75.5bn/day are down nearly -10% on the $83.6bn/day reported in Oct, and a huge -38.6% down on the $123bn/day seen in Nov 14, and are now at the lowest levels since Jul 14 ($70.6bn/day).

EBS vols

EBS Monthly Volumes

Meanwhile, the CME futures market showed a much smaller decline with Nov vols of $89.1bn/day down a modest -3.2% on Oct 15, and off -23.3% compared to Nov 14, and the lowest since Aug 14 ($83.6bn/day).

Next week Reuters reports their figures and then we can compare and contrast the major FX platforms, although being Nov, it looks like a typical year end slowdown at the moment.

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