Stats › Devises et matières premières › Month-end FX fix
Equity gains predict a currency's month-end move at the London fix
Month-end non-bank financial institution FX volume as a multiple of volume on the same weekday in the preceding non-month-end week, 2 May 2005 to 12 March 2010. Every currency in the sample trades at least 1.39 times its usual volume on the last business day of the month.
A ten percent relative equity appreciation over a month predicts about fourteen basis points of currency depreciation between 15:00 and 16:00 London on the final trading day. About seventy two percent of that move reverses by noon the next day.
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