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Tokyo FX volume falls as hedge funds leave

Published 08/20/2009, 04:52 AM
Updated 08/20/2009, 04:54 AM
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* Total daily FX volume down 16 pct on year in Tokyo

* Hedge funds choose other more liquid FX centres

* Spot FX volume falls behind Singapore

* But swaps volume remains high, overtakes New York

By Shinji Kitamura

TOKYO, Aug 20 (Reuters) - Foreign exchange trading volume in Japan has fallen 16 percent this year after many hedge funds closed out investments during the global financial crisis, and Tokyo's turnover in spot trading now lags behind Singapore.

But steady turnover in FX swaps has helped Tokyo remain ahead of Singapore, its key rival as Asia's dominant FX trading hub, in overall foreign exchange product trading, data on traditional FX instruments from the Bank of Japan showed.

Average daily volume in spot, FX swaps, forwards and FX options traded in Japan fell 16 percent in April 2009 from a year ago to $254 billion, according to a Tokyo Foreign Exchange Market Committee Survey released last month.

But Tokyo's daily volume in spot FX trading alone slumped 33 percent to $70.2 billion from the same month last year, trailing behind Singapore's daily volume of $88.1 billion, where the decrease was only 6 percent.

The drop also exceeded falls in spot in other big FX centres, with New York volume falling 25 percent and London 20 percent.

Market players said hedge funds have slowly returned to the financial markets as global markets have stabilised this year, but Tokyo has failed to attract funds back for trading and this contributed to the particularly big drop in Tokyo's spot volume.

"Hedge funds are rebuilding 'risk-on' positions after stock markets hit their bottom in March. But they have been skipping the Tokyo market due to low liquidity," said Akira Hoshino, chair of the Tokyo Foreign Exchange Market Committee.

The world's largest forex trading centre remains London with total average daily turnover of $1.3 trillion, followed by New York with $527 billion in over-the-counter currency instruments. However both saw overall daily volume dropping by a quarter year-on-year.

According to the Bank for International Settlements' 2007 triennial survey, which used a different reporting methodology from the Tokyo committee, Japan was the fourth largest FX trading centre, with Switzerland ranked third and Singapore fifth.

Even though Hong Kong and Singapore are popular business locations for many hedge funds, their currency trading activity has tended to pick up during the European and U.S. day, prompting some market players to joke that the world's richest investors are asleep in Asian hours.

Market players say not only hedge funds but also Japanese institutional investors and investment trusts now often choose to trade in markets with better liquidity than Tokyo, such as London.

"In addition to the fact that activity by Japanese exporters fell due to a drop in exporting business, we did not see much action by domestic investors either," said Hoshino, who is also a chief manager of forex trading at the Bank of Tokyo-Mitsubishi UFJ.

In FX swaps, however, Tokyo was second behind London's $662.0 billion, with average daily volume of $158.9 billion and overtaking New York at $142 billion.

The drop in FX swaps was a much smaller 0.5 percent for Tokyo, compared with New York's 28 percent drop and London's 27 percent slide on the year, BOJ data shows.

Market players attributed this divergence to high foreign demand for the yen as a funding currency for trading or investments.

In April, Japanese banks were active in FX swaps to procure dollar funds, while foreign banks used them to borrow yen, market players said. (Reporting by Shinji Kitamura; writing by Satomi Noguchi; Edited by Joseph Radford)

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