Prof. Jayanth R. Varma's Financial Markets Blog

About me       Latest Posts       Posts by Year       Posts by Categories

Changing geographic market share of rupee trading

The data from the Triennial Central Bank Survey of Foreign Exchange Markets in 2016 published by the Bank for International Settlements shows some interesting shifts in the geographic share of trading in the rupee.

Changing Market Share
Source: Computed from Table 6.2 of BIS Triennial Surveys of 2013 and 2016

The plot shows that India and Hong Kong have gained market share at the expense of Singapore and London. Across all currencies, Hong Kong has grown much faster than Singapore and so some shift in rupee market share in that direction is understandable, but the scale of the shift is a little surprising. More puzzling is the the gain in Indian share of trading at a time when the exchange traded rupee futures market is shifting out of India (to Dubai). The last survey was in April 2013 and the taper tantrum began only in May and so it is hard to argue that the larger share of offshore trading at that time was due to greater market stress.

Posted at 2:03 pm IST on Fri, 9 Sep 2016         permanent link

Categories: international finance

Comments

Comments