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WRAPUP 1-Global FX trade jumps to $4 trln a day -BIS

Published 08/31/2010, 07:02 PM
Updated 08/31/2010, 07:04 PM

* Global FX trade jumps 20 pct to $4 trln a day - BIS survey

* Dollar dominance wanes; trade in yen, Aussie dollar rises

* London cements dominance as centre for FX trading

(Wraps stories, adds comments from CLS)

By Jessica Mortimer

LONDON, Sept 1 (Reuters) - Trade on global currency markets has jumped by a fifth over the past three years to $4 trillion a day, roughly equal to the annual economic output of Germany, a major central bank survey showed on Wednesday.

The three-yearly survey by the Bank for International Settlements showed growth driven by the rising power of hedge funds, insurance firms, central banks and other non-bank financial institutions while ease of trading over electronic platforms has enhanced the appeal of retail trading.

The survey also showed London has further cemented its prominence as the centre for forex markets, with investors undeterred by the financial market turmoil and troubles in the banking sector that erupted in the autumn of 2008.

The increase in volumes was driven by a 48 percent jump in turnover of conventional spot transactions, BIS said in they survey, which is watched closely by banks and institutions as a comprehensive snapshot of currency market trading.

Growth in the spot market partly reflects the continued rise of algorithmic trading, where so-called black boxes can process thousands of trades a minute.

The BIS survey, in which 53 central banks and monetary authorities participated, showed transactions by once-dominant interbank dealers were surpassed for the first time by non-bank institutions like hedge funds and central banks. ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

For a graphic showing volumes growth and share of FX transactions, click on

http://r.reuters.com/fes48n ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

"FX remains a very fertile environment and the number of participants and the number of types of participants has grown," said Alan Bozian, CEO of FX settlement system CLS Bank.

TRADING IN YEN, AUSSIE RISES

The dollar remained king but the share of trading that involves it continued to wane from a 90 percent peak reached in 2001, from 85.6 percent in April 2004 to 84.9 percent in April 2010. The fall benefited the euro, other G-10 and emerging market currencies.

The survey provides the first snapshot of the currency markets since the 2008 financial crisis. It reflects a period that saw the end of the boom in the carry trade -- where money is borrowed in low-yielding currencies to fund higher yielding investments -- followed by a substantial unwinding of it.

The share of the low-yielding Japanese yen and the higher-yielding Australian dollar therefore rose as a percentage of all transactions. Because two currencies are involved in each transaction, the sum of the percentage shares of individual currencies totals 200 percent instead of 100 percent.

Euro/dollar remained by far the most dominant currency pair with a 28 percent share, followed by dollar/yen with a slight increase to 14 percent of turnover.

The sterling/dollar pair continued to retreat from its peak in 2004 to a 9 percent share, about the level reached in 1998, prior to the euro's inception.

TURNOVER JUMPS IN JAPAN

The overwhelming majority of currency trading continues to occur in Britain and the United States due to the depth of their markets.

London maintained its title as the world's currency trading hub in 2007-2010 as the share of average daily turnover in the UK rose roughly by a quarter to $1.9 trillion. That was more than double the turnover in the United States, the No. 2 centre.

The BIS survey also showed turnover jumped in Japan, which nudged out Singapore and Switzerland to take the No. 3 spot.

The over-the-counter (OTC) derivatives market also saw strong growth, with daily turnover 24 percent to $2.1 trillion.

This was due mainly to growth in forward rate agreements -- under which investors can swap fixed interest rates for floating interest rates -- which jumped by 132 percent.

In contrast, interest rate swaps turnover was mostly unchanged in the major currencies, while turnover in interest rate options fell slightly in most currency denominations.

The BIS plans to publish in November detailed results of April 2010 activity, as well as positions as at end-June 2010 on foreign exchange instruments.

(Additional reporting by Anirban Nag, Naomi Tajitsu and Neal Armstrong)

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