Asset class

Foreign Exchange

The deepest market in the world: exchanging one currency for another, today or at a date in the future.

The market at a glance

Foreign exchange is the deepest market humanity has built: roughly $7.5 trillion of turnover every day (BIS survey), running 24 hours from Wellington's open to New York's close, with no central exchange — just a global dealer network stitched together by arbitrage. The dollar stands on one side of ~88% of all trades; EUR/USD alone is the most traded instrument on the planet.

Every cross-border activity ends here: trade invoicing, investment hedging, tourism, central-bank reserves, and speculation layered on top. The professional core is concentrated — a handful of bank dealers and non-bank market makers intermediate most flow, increasingly by internalising it (netting clients against each other) before touching public venues.

The one law of FX pricing

Covered interest parity: a forward exchange rate is not a forecast — it is spot adjusted for the two currencies' interest gap, enforced by arbitrage. High-rate currencies trade at forward discounts; low-rate at premiums. This single relation prices forwards, FX swaps and the funding structure of global finance:

$$ F = S \cdot \frac{1 + r_{\text{quote}}\,\tau}{1 + r_{\text{base}}\,\tau} $$

Interactive: forward rate & swap points (CIP)

Compute the arbitrage-enforced forward for any pair from spot and the two interest rates.

Forward rate
Forward points (pips)
Annualised carry

Textbook CIP. In reality a cross-currency basis — the price of dollar balance sheet — shifts this by a few to dozens of basis points; see the FX swap page for why.

How the products fit together

Spot is the raw exchange. Forwards lock future rates for hedgers; NDFs do the same for restricted currencies, cash-settled offshore. FX swaps — over half of all FX volume — are really collateralised currency loans, the global dollar-funding machine. Cross-currency swaps extend that to multi-year debt transformation, letting issuers borrow wherever it's cheap and swap home.

Concepts to master

  • Every position is a pair — you're never just "long euro"; you're long euro against something, funding included.
  • Carry and its crashes — high-yield currencies don't depreciate as parity theory predicts (the forward-premium puzzle), rewarding carry trades that periodically unwind violently. "Up the stairs, down the elevator" is this market's oldest scar.
  • The dollar smile — the dollar strengthens both in US booms and global panics; only the boring middle weakens it. Half of macro trading is a position on this smile.
  • The basis is a stress gauge — when covered parity breaks against the dollar, someone's funding is on fire; central-bank swap lines exist for exactly that moment.

The Foreign Exchange product shelf