Orders and Execution Statistics

Derive the value of potential price improvements on every trade. Assume greater control of your trading and achieve an optimal balance between fill ratio and price level through our fully customised orders.

To learn more about how Saxo executes orders on behalf of its clients, please refer to our Order Execution Policy.

 
Order Driven Execution Statistics

As a way to demonstrate its commitment to increased transparency and delivery of fair outcomes to clients, Saxo Bank has taken the initiative to publish it's FX order execution statistics to help clients evaluate execution quality when considering their best choice of trading provider. 

We are proud that these statistics illustrate that Saxo Bank’s interests are aligned with our clients in providing quality execution with significant price improvement and no asymmetric slippage.

The tables below show the following execution statistics published on a monthly basis, for Saxo Bank’s most traded FX spot currency pairs:

  • Limit IOC Order Statistics
  • Limit IOC Order Average Improvement, by price tolerance setting
  • Limit IOC Order Fill Rate, by price tolerance setting
  • Limit IOC Order Execution Speed
  • Resting Stop Order Statistics
  • Resting Limit Order Statistics
November 2017

Limit IOC Order Statistics

Currency Pair Price Improvement* Zero Slippage* Negative Slippage* Average Net Slippage (pips)* Average Improvement (pips)** Average Tolerance (pips) Fill Rate***
AUDUSD 12.5% 74.8% 12.7% 0.0 1.2 1.1 99.5%
EURGBP 17.9% 65.6% 16.6% 0.0 0.9 0.9 99.2%
EURJPY 24.3% 54.6% 21.1% 0.0 21.2 21.2 99.8%
EURUSD 17.8% 64.4% 17.8% 0.0 2.1 2.1 99.8%
GBPJPY 24.7% 50.6% 24.7% 0.0 1.8 1.8 99.3%
GBPUSD 19.3% 62.4% 18.3% 0.0 2.0 2.0 98.9%
NZDUSD 13.5% 74.8% 11.6% 0.0 1.1 1.1 99.4%
USDCAD 15.3% 70.4% 14.4% 0.0 1.5 1.5 99.7%
USDCHF 15.5% 70.6% 13.9% 0.0 1.1 1.1 99.9%
USDJPY 19.2% 61.5% 19.3% 0.0 6.6 6.6 99.8%
XAGUSD 15.4% 71.5% 13.0% 0.8 45.0 44.2 96.1%
XAUUSD 27.3% 45.1% 27.6% 0.1 14.9 14.8 99.3%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
** Calculated from the Limit IOC order level
*** On Limit IOC orders with default price tolerance of 0.01% and above



Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair 0.0 pips* 0.1 – 0.2 pips* 0.3 – 0.6 pips* 0.7 – 1.0 pips* > 1.1 pips*
AUDUSD 0.0 0.1 0.5 0.8 40.3
EURGBP 0.2 0.1 0.3 0.9 5.7
EURJPY 0.1 0.2 0.4 1.1 21.5
EURUSD 0.1 0.2 0.6 1.0 2.2
GBPJPY 0.1 0.5 1.0 1.8
GBPUSD 0.1 0.2 0.6 1.0 2.1
NZDUSD 0.0 0.7 112.9
USDCAD 0.1 0.1 0.6 1.0 1.5
USDCHF 0.1 1.0 3.2
USDJPY 0.0 0.2 0.6 1.0 7.0
0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD 4.7 17.7 731.6
0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD 0.9 5.1 13.1 488.8

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance



Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair 0.0 pips =< 0.2 pips =< 0.6 pips =< 1.0 pips All
AUDUSD 75.4% 85.2% 90.1% 99.3% 99.3%
EURGBP 70.4% 79.2% 79.5% 98.4% 98.4%
EURJPY 54.5% 69.5% 71.6% 72.5% 99.3%
EURUSD 76.8% 81.0% 86.2% 90.0% 99.3%
GBPJPY 67.9% 67.9% 71.9% 72.7% 99.1%
GBPUSD 77.5% 84.6% 85.7% 89.8% 98.6%
NZDUSD 83.1% 83.1% 83.1% 99.1% 99.1%
USDCAD 90.6% 91.5% 94.8% 97.0% 99.6%
USDCHF 62.5% 62.5% 62.5% 99.8% 99.8%
USDJPY 80.8% 90.5% 90.9% 93.9% 99.3%
0.0 pips =< 10 pips =< 25 pips =< 50 pips All
XAGUSD 100.0% 96.0% 96.0% 96.1%
0.0 pips =< 10 pips =< 20 pips =< 30 pips All
XAUUSD 74.9% 86.5% 98.9% 98.9% 98.9%


Limit IOC Order Execution Speed

Time in Milliseconds Fill Rate
< 50 88.2%
< 100 96.0%
< 250 99.5%
< 500 99.9%
< 1000 100.0%
Average execution speed 34 milliseconds


Market Order Statistics

Currency Pair Price Improvement Zero Slippage Negative Slippage Average Net Improvement * Fill Rate
AUDUSD 14.7% 72.2% 13.2% 0.0 100.0%
EURGBP 18.1% 64.0% 17.9% 0.0 100.0%
EURJPY 26.1% 49.1% 24.8% 0.0 100.0%
EURUSD 17.9% 63.8% 18.3% 0.0 100.0%
GBPJPY 28.3% 38.5% 33.2% -0.1 100.0%
GBPUSD 18.5% 62.1% 19.4% 0.0 100.0%
NZDUSD 10.9% 76.7% 12.4% 0.0 100.0%
USDCAD 13.4% 72.2% 14.4% 0.0 100.0%
USDCHF 10.6% 70.8% 18.5% 0.0 100.0%
USDJPY 21.5% 56.4% 22.1% 0.0 100.0%
XAGUSD 17.7% 58.2% 24.1% -3.1 100.0%
XAUUSD 26.3% 46.7% 27.0% 0.0 100.0%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement



Market Order Execution Speed

Time in Milliseconds Fill Rate
< 50 84.4%
< 100 94.3%
< 250 99.5%
< 500 99.9%
< 1000 99.9%
Average execution speed 37 milliseconds


Resting Stop Order Statistics

Currency Pair Zero Slippage Negative Slippage Average Negative Slippage (pips)* Average Net Slippage (pips)**
AUDUSD 59.5% 40.5% 0.6 ‐0.3
EURGBP 53.6% 46.4% 1.0 0.0
EURJPY 57.4% 42.6% 0.6 0.0
EURUSD 48.4% 51.6% 0.7 0.1
GBPJPY 24.3% 75.7% 1.1 0.7
GBPUSD 43.0% 57.0% 1.4 0.3
NZDUSD 59.9% 40.1% 0.6 ‐0.2
USDCAD 55.1% 44.9% 1.1 -0.1
USDCHF 66.2% 33.8% 0.9 0.0
USDJPY 46.2% 53.8% 0.6 0.0
XAGUSD 26.6% 73.4% 35.7 24.2
XAUUSD 34.5% 65.5% 16.4 8.4

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering



Resting Limit Order Statistics

Currency Pair Price improvement Zero Slippage Average Price Improvement (pips)* Average Net Price Improvement (pips)**
AUDUSD 43.7% 56.3% 0.6 0.3
EURGBP 50.0% 50.0% 0.4 0.2
EURJPY 45.1% 54.9% 0.3 0.1
EURUSD 36.5% 63.5% 0.5 0.2
GBPJPY 43.9% 56.1% 0.4 0.2
GBPUSD 58.7% 41.3% 0.8 0.5
NZDUSD 45.4% 54.6% 0.6 0.3
USDCAD 43.5% 56.5% 0.6 0.3
USDCHF 45.8% 54.2% 0.5 0.2
USDJPY 36.5% 63.5% 0.4 0.2
XAGUSD 57.7% 42.3% 9.3 5.4

* Average improvement based on limit orders that were improved. Calculated from the limit order level
** Average improvement based on all limit orders. Calculated from the limit order level

October 2017

Limit IOC Order Statistics

Currency Pair Price Improvement* Zero Slippage* Negative Slippage* Average Net Slippage (pips)* Average Improvement (pips)** Average Tolerance (pips) Fill Rate***
AUDUSD 15.1% 71.0% 13.9% 0.0 1.3 1.3 99.6%
EURGBP 17.6% 66.8% 15.7% 0.0 1.0 0.9 99.5%
EURJPY 23.1% 54.6% 22.3% 0.0 23.6 23.6 99.8%
EURUSD 19.3% 61.9% 18.8% 0.0 3.0 3.0 99.6%
GBPJPY 24.2% 50.7% 25.0% 0.0 1.8 1.8 99.1%
GBPUSD 18.6% 64.1% 17.3% 0.0 1.9 1.9 99.5%
NZDUSD 15.0% 71.2% 13.8% 0.0 0.8 0.8 98.7%
USDCAD 17.1% 66.0% 16.9% 0.0 1.9 1.9 99.4%
USDCHF 17.4% 66.9% 15.7% 0.0 1.0 1.0 99.8%
USDJPY 19.1% 61.6% 19.3% 0.0 6.8 6.8 99.7%
XAGUSD 16.3% 70.5% 13.2% 1.1 21.3 20.2 97.2%
XAUUSD 26.7% 46.6% 26.7% 0.1 14.5 14.4 99.3%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
** Calculated from the Limit IOC order level
*** On Limit IOC orders with default price tolerance of 0.01% and above



Limit IOC Order Average Improvement*, by price tolerance setting

Currency Pair 0.0 pips* 0.1 – 0.2 pips* 0.3 – 0.6 pips* 0.7 – 1.0 pips* > 1.1 pips*
AUDUSD 0.1 0.1 0.5 0.8 23.3
EURGBP 0.2 0.2 - 0.9 12.2
EURJPY 0.1 0.1 0.3 1.0 24.2
EURUSD 0.1 0.2 0.6 1.0 3.2
GBPJPY 0.0 - 0.5 1.1 1.8
GBPUSD 0.0 0.2 0.6 1.0 1.9
NZDUSD 0.0 - - 0.7 14.1
USDCAD 0.0 - 0.5 1.0 1.9
USDCHF 0.0 - 0.5 1.0 3.7
USDJPY 0.1 0.2 0.6 1.0 7.0
0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD - 2.0 18.1 - 170.3
0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD 0.7 3.8 13.1 25.4 350.3

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.



Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair 0.0 pips =< 0.2 pips =< 0.6 pips =< 1.0 pips All
AUDUSD 78.6% 85.2% 94.4% 99.4% 99.4%
EURGBP 65.6% 71.7% 71.7% 98.0% 98.0%
EURJPY 72.4% 80.7% 80.9% 83.5% 99.3%
EURUSD 78.3% 83.9% 89.8% 91.8% 99.2%
GBPJPY 40.0% 40.0% 76.9% 90.0% 99.0%
GBPUSD 72.6% 78.9% 79.6% 86.3% 99.2%
NZDUSD 80.2% 80.2% 80.2% 98.2% 98.3%
USDCAD 89.0% 89.0% 89.1% 94.0% 99.3%
USDCHF 81.8% 81.8% 84.6% 99.7% 99.7%
USDJPY 66.8% 84.2% 86.1% 89.3% 99.2%
0.0 pips =< 10 pips =< 25 pips =< 50 pips All
XAGUSD - 100.0% 97.1% 97.1% 97.2%
0.0 pips =< 10 pips =< 20 pips =< 30 pips All
XAUUSD 77.6% 89.6% 98.9% 98.9% 98.9%


Limit IOC Order Execution Speed

Time in Milliseconds Fill Rate
< 50 88.6%
< 100 96.5%
< 250 99.6%
< 500 99.9%
< 1000 100.0%
Average execution speed 33 milliseconds


Resting Stop Order Statistics

Currency Pair Zero Slippage Negative Slippage Average Negative Slippage (pips)* Average Net Slippage (pips)**
AUDUSD 40.8% 59.2% 0.7 0.3
EURGBP 50.0% 50.0% 0.7 0.2
EURJPY 54.5% 45.5% 0.6 0.1
EURUSD 41.7% 58.3% 0.7 0.3
GBPJPY 41.8% 58.2% 3.8 1.9
GBPUSD 30.8% 69.2% 1.3 0.8
NZDUSD 39.9% 60.1% 1.0 0.4
USDCAD 39.1% 60.9% 2.9 1.6
USDCHF 40.6% 59.4% 1.0 0.4
USDJPY 36.1% 63.9% 0.8 0.4
XAGUSD 40.9% 59.1% 30.4 11.0
XAUUSD 31.4% 68.6% 13.1 8.0

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.



Resting Limit Order Statistics

Currency Pair Price Improvement Zero Slippage Average Price Improvement (pips)* Average Net Price Improvement (pips)**
AUDUSD 76.5% 23.5% 0.5 0.4
EURGBP 69.3% 30.7% 0.4 0.3
EURJPY 69.4% 30.6% 0.4 0.3
EURUSD 61.3% 38.7% 0.4 0.2
GBPJPY 66.3% 33.7% 0.6 0.4
GBPUSD 77.8% 22.2% 0.7 0.6
NZDUSD 77.4% 22.6% 0.5 0.4
USDCAD 63.5% 36.5% 1.0 0.6
USDCHF 71.8% 28.2% 0.4 0.3
USDJPY 64.5% 35.5% 0.4 0.3
XAGUSD 72.2% 27.8% 15.4 11.1
XAUUSD 51.9% 48.1% 5.2 2.7

* Average improvement based on limit orders that were improved. Calculated from the limit order level
** Average improvement based on all limit orders. Calculated from the limit order level

September 2017

Limit IOC Order Statistics

Currency Pair Price Improvement* Zero Slippage* Negative Slippage* Average Net Slippage (pips)* Average Improvement (pips)** Average Tolerance (pips) Fill Rate***
AUDUSD 18.8% 64.8% 16.4% 0.0 0.9 0.9 98.7%
EURGBP 21.9% 57.6% 20.4% 0.0 1.1 1.1 99.0%
EURJPY 25.8% 48.7% 25.5% 0.0 30.4 30.4 99.5%
EURUSD 22.8% 55.4% 21.8% 0.0 3.9 3.9 99.0%
GBPJPY 26.7% 45.5% 27.8% 0.0 2.4 2.4 99.1%
GBPUSD 21.0% 57.9% 21.2% 0.0 2.3 2.3 99.0%
NZDUSD 16.9% 66.2% 16.9% 0.0 0.7 0.7 98.6%
USDCAD 19.5% 61.3% 19.2% 0.0 3.8 3.8 98.1%
USDCHF 18.6% 65.2% 16.2% 0.0 1.1 1.0 99.2%
USDJPY 22.3% 54.5% 23.2% 0.0 7.5 7.5 99.4%
XAGUSD 19.6% 64.3% 16.0% 1.1 21.7 20.6 96.0%
XAUUSD 30.5% 40.9% 28.5% 0.4 13.2 12.8 98.6%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
** Calculated from the Limit IOC order level.
*** On Limit IOC orders with default price tolerance of 0.01% and above.

 

Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair 0.0 pips* 0.1 – 0.2 pips* 0.3 – 0.6 pips* 0.7 – 1.0 pips* > 1.1 pips*
AUDUSD 0.1 0.2 0.5 0.8 8.8
EURGBP 0.2 0.1 - 0.9 8.5
EURJPY 0.1 0.3 0.6 1.0 30.8
EURUSD 0.1 0.2 0.6 1.0 4.1
GBPJPY 0.0 - 0.4 0.9 2.5
GBPUSD 0.1 0.2 0.4 1.0 2.3
NZDUSD 0.0 - - 0.7 5.6
USDCAD 0.0 - - 1.0 3.8
USDCHF 0.0 0.2 - 1.0 2.8
USDJPY 0.1 0.3 0.6 1.0 7.7
0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD 1.7 4.1 18.7 - 218.8
0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD 1.0 4.1 13.4 29.3 93.0

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair 0.0 pips =< 0.2 pips =< 0.6 pips =< 1.0 pips All
AUDUSD 77.6% 82.2% 86.1% 98.4% 98.4%
EURGBP 69.7% 70.6% 70.6% 97.6% 97.7%
EURJPY 80.0% 80.6% 88.2% 89.5% 99.3%
EURUSD 71.2% 77.9% 85.0% 86.6% 98.4%
GBPJPY 100.0% 100.0% 100.0% 94.7% 99.1%
GBPUSD 62.3% 80.5% 83.0% 85.9% 98.7%
NZDUSD 100.0% 100.0% 100.0% 98.6% 98.6%
USDCAD 55.6% 55.6% 55.6% 94.7% 98.0%
USDCHF 92.3% 95.2% 95.2% 99.2% 99.2%
USDJPY 69.6% 79.5% 82.9% 87.0% 98.8%
0.0 pips =< 10 pips =< 25 pips =< 50 pips All
XAGUSD 75.0% 86.7% 95.7% 95.7% 95.8%
0.0 pips =< 10 pips =< 20 pips =< 30 pips All
XAUUSD 80.5% 89.9% 98.3% 98.3% 98.3%

 

Limit IOC Order Execution Speed

Time in Milliseconds Fill Rate
< 50 90.5%
< 100 96.6%
< 250 99.7%
< 500 99.9%
< 1000 100.0%
Average execution speed 30 milliseconds

 

Resting Stop Order Statistics

Currency Pair Zero Slippage Negative Slippage Average Negative Slippage (pips)* Average Net Slippage (pips)**
AUDUSD 60.7% 39.3% 0.4 0.2
EURGBP 56.2% 43.8% 0.5 0.2
EURJPY 48.8% 51.2% 0.5 0.2
EURUSD 55.2% 44.8% 0.8 0.3
GBPJPY 42.7% 57.3% 0.7 0.4
GBPUSD 45.6% 54.4% 0.7 0.4
NZDUSD 47.9% 52.1% 0.4 0.2
USDCAD 44.4% 55.6% 3.3 1.8
USDCHF 46.7% 53.3% 0.6 0.3
USDJPY 57.8% 42.2% 0.7 0.3
XAGUSD 28.0% 72.0% 17.0 11.7
XAUUSD 42.5% 57.5% 15.1 8.0

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency Pair Price improvement Zero Slippage Average Price Improvement (pips)* Average Net Price Improvement (pips)**
AUDUSD 23.0% 77.0% 0.3 0.1
EURGBP 25.9% 74.1% 0.4 0.1
EURJPY 29.8% 70.2% 0.5 0.2
EURUSD 27.5% 72.5% 0.6 0.2
GBPJPY 45.9% 54.1% 0.6 0.3
GBPUSD 39.3% 60.7% 0.5 0.2
NZDUSD 31.0% 69.0% 0.3 0.1
USDCAD 42.8% 57.2% 1.3 0.6
USDCHF 39.0% 61.0% 0.4 0.2
USDJPY 27.0% 73.0% 0.6 0.2
XAGUSD 68.5% 31.5% 9.2 6.3
XAUUSD 51.4% 48.6% 12.8 6.6

* Average improvement based on limit orders that were improved. Calculated from the limit order level.
** Average improvement based on all limit orders. Calculated from the limit order level.

August 2017

Limit IOC Order Statistics

Currency Pair Price Improvement* Zero Slippage* Negative Slippage* Average Net Slippage (pips)* Average Improvement (pips)** Average Tolerance (pips) Fill Rate***
AUDUSD 14.9% 70.4% 14.7% 0.0 0.9 0.9 99.2%
EURGBP 17.9% 63.6% 18.5% 0.0 1.2 1.2 99.5%
EURJPY 25.2% 48.2% 26.6% 0.0 22.7 22.7 99.6%
EURUSD 21.3% 57.4% 21.3% 0.0 2.9 2.9 99.2%
GBPJPY 25.5% 48.9% 25.6% 0.0 1.8 1.8 99.5%
GBPUSD 17.8% 64.1% 18.1% 0.0 1.8 1.8 99.5%
NZDUSD 17.3% 68.6% 14.1% 0.0 0.7 0.7 98.9%
USDCAD 19.6% 61.0% 19.4% 0.0 4.1 4.0 99.4%
USDCHF 16.1% 68.0% 15.9% 0.0 1.1 1.1 99.3%
USDJPY 21.2% 57.4% 21.4% 0.0 5.4 5.4 99.5%
XAGUSD 20.3% 64.9% 14.8% 1.9 20.2 18.3 94.5%
XAUUSD 28.7% 42.7% 28.6% 0.2 14.4 14.2 98.6%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
**Calculated from the Limit IOC order level.
*** On Limit IOC orders with default price tolerance of 0.01% and above.

 

Limit IOC Order Average Improvement*, by price tolerance setting

Currency Pair 0.0 pips* 0.1 – 0.2 pips* 0.3 – 0.6 pips* 0.7 – 1.0 pips* > 1.1 pips*
AUDUSD 0.0 0.2 0.5 0.8 14.0
EURGBP 0.0 - - 0.9 13.3
EURJPY 0.1 0.1 0.5 1.0 23.2
EURUSD 0.1 0.2 0.6 1.0 3.0
GBPJPY 0.0 - - 1.0 1.8
GBPUSD 0.1 0.2 0.4 1.0 1.9
NZDUSD 0.0 - - 0.7 7.9
USDCAD 0.0 0.2 0.3 1.0 4.1
USDCHF 0.0 0.2 - 1.0 3.6
USDJPY 0.1 0.2 0.5 0.9 5.5
0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD 2.5 5.6 18.9 - 253.4
0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD 0.7 3.8 13.2 27.0 266.8

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair 0.0 pips =< 0.2 pips =< 0.6 pips =< 1.0 pips All
AUDUSD 82.9% 88.7% 89.3% 98.9% 98.9%
EURGBP 65.1% 65.1% 65.1% 98.8% 98.9%
EURJPY 71.7% 72.9% 74.4% 77.6% 98.7%
EURUSD 74.5% 80.3% 85.1% 86.0% 98.7%
GBPJPY 100.0% 100.0% 100.0% 100.0% 99.5%
GBPUSD 61.4% 75.2% 78.6% 80.3% 98.9%
NZDUSD 76.5% 76.5% 76.5% 98.7% 98.7%
USDCAD 61.5% 58.8% 74.1% 90.9% 99.3%
USDCHF 73.7% 84.2% 84.2% 99.0% 99.1%
USDJPY 66.4% 76.6% 78.4% 80.5% 98.7%
0.0 pips =< 10 pips =< 25 pips =< 50 pips All
XAGUSD 100.0% 90.4% 94.4% 94.4% 94.4%
0.0 pips =< 10 pips =< 20 pips =< 30 pips All
XAUUSD 72.6% 85.8% 98.3% 98.3% 98.3%

 

Limit IOC Order Execution Speed

Time in Milliseconds Fill Rate
< 50 91.3%
< 100 96.9%
< 250 99.7%
< 500 99.9%
< 1000 100.0%
Average execution speed 28 milliseconds

 

Resting Stop Order Statistics

Currency Pair Zero Slippage Negative Slippage Average Negative Slippage (pips)* Average Net Slippage (pips)**
AUDUSD 60.0% 40.0% 0.5 0.2
EURGBP 64.7% 35.3% 0.4 0.2
EURJPY 55.1% 44.9% 0.7 0.3
EURUSD 58.6% 41.4% 0.7 0.3
GBPJPY 44.9% 55.1% 1.1 0.6
GBPUSD 47.7% 52.3% 0.9 0.5
NZDUSD 51.2% 48.8% 0.9 0.5
USDCAD 50.1% 49.9% 0.7 0.3
USDCHF 50.2% 49.8% 0.4 0.2
USDJPY 56.1% 43.9% 0.8 0.3
XAGUSD 34.5% 65.5% 22.3 13.0
XAUUSD 35.4% 64.6% 31.3 20.2

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency Pair Price Improvement Zero Slippage Average Price Improvement (pips)* Average Net Price Improvement (pips)**
AUDUSD 29.5% 70.5% 0.3 0.1
EURGBP 32.7% 67.3% 0.3 0.1
EURJPY 38.5% 61.5% 0.5 0.2
EURUSD 34.7% 65.3% 0.6 0.2
GBPJPY 51.4% 48.6% 0.7 0.3
GBPUSD 47.6% 52.4% 0.5 0.2
NZDUSD 35.0% 65.0% 0.3 0.1
USDCAD 40.4% 59.6% 0.4 0.1
USDCHF 44.1% 55.9% 0.4 0.2
USDJPY 32.3% 67.7% 0.6 0.2
XAGUSD 70.8% 29.2% 17.8 12.6
XAUUSD 60.2% 39.8% 27.4 16.5

* Average improvement based on limit orders that were improved. Calculated from the limit order level.
** Average improvement based on all limit orders. Calculated from the limit order level.

July 2017

Limit IOC Order Statistics

Currency Pair Price Improvement* Zero Slippage* Negative Slippage* Average Net Slippage (pips)* Average Improvement (pips)** Average Tolerance (pips) Fill Rate***
AUDUSD 16.0% 68.4% 15.7% 0.0 1.1 1.1 99.1%
EURGBP 17.7% 63.6% 18.7% 0.0 1.0 1.0 98.9%
EURJPY 27.2% 44.5% 28.3% 0.0 26.6 26.6 98.7%
EURUSD 21.6% 56.8% 21.6% 0.0 3.1 3.1 99.1%
GBPJPY 27.0% 46.0% 27.0% 0.0 2.6 2.6 99.1%
GBPUSD 19.1% 61.4% 19.5% 0.0 1.5 1.5 99.7%
NZDUSD 16.7% 67.6% 15.7% 0.0 0.9 0.9 98.1%
USDCAD 19.5% 61.1% 19.4% 0.0 4.3 4.3 99.2%
USDCHF 18.9% 63.9% 17.3% 0.0 1.0 1.0 99.6%
USDJPY 20.9% 58.2% 20.9% 0.0 3.3 3.3 99.6%
XAGUSD 16.1% 70.6% 13.4% 1.3 18.5 17.2 95.7%
XAUUSD 25.5% 50.1% 24.4% 0.2 27.7 27.5 99.1%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement.
**Calculated from the Limit IOC order level.
*** On Limit IOC orders with default price tolerance of 0.01% and above.

 

Limit IOC Order Average Improvement*, by price tolerance setting

Currency Pair 0.0 pips* 0.1 – 0.2 pips* 0.3 – 0.6 pips* 0.7 – 1.0 pips* > 1.1 pips*
AUDUSD 0.0 0.2 0.4 0.8 19.4
EURGBP 0.0 - - 0.9 7.2
EURJPY 0.1 0.2 0.5 1.1 26.6
EURUSD 0.1 0.2 0.6 1.0 3.2
GBPJPY 0.0 - 0.5 1.1 2.6
GBPUSD 0.1 0.2 0.3 0.9 1.5
NZDUSD 0.0 - - 0.7 21.3
USDCAD 0.1 0.2 0.4 1.0 4.4
USDCHF 0.1 0.2 - 1.0 2.9
USDJPY 0.1 0.2 0.6 1.0 3.4
  0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD 0.0 8.3 17.4 37.8 209.5
  0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD 0.6 7.7 12.4 24.4 1064.0

* Calculated from the Limit IOC order level.
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance.

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair 0.0 pips =< 0.2 pips =< 0.6 pips =< 1.0 pips All
AUDUSD 72.2% 86.8% 89.4% 98.8% 98.8%
EURGBP 79.6% 79.6% 79.6% 98.6% 98.6%
EURJPY 69.1% 70.9% 72.4% 72.2% 98.3%
EURUSD 73.1% 77.8% 81.4% 83.8% 98.6%
GBPJPY 75.0% 75.0% 83.3% 92.9% 99.1%
GBPUSD 62.8% 82.5% 84.9% 86.9% 99.1%
NZDUSD 60.0% 60.0% 60.0% 97.7% 97.7%
USDCAD 65.7% 67.7% 70.7% 82.4% 98.9%
USDCHF 57.1% 85.2% 85.2% 99.5% 99.5%
USDJPY 71.2% 81.3% 82.4% 86.7% 99.1%
0.0 pips =< 10 pips =< 25 pips =< 50 pips All
XAGUSD 100.0% 85.0% 95.7% 95.7% 95.7%
0.0 pips =< 10 pips =< 20 pips =< 30 pips All
XAUUSD 89.0% 91.0% 98.9% 98.9% 98.9%

 

Limit IOC Order Execution Speed

Time in Milliseconds Fill Rate
< 50 90.6%
< 100 96.5%
< 250 99.5%
< 500 99.9%
< 1000 99.9%
Average execution speed 29 milliseconds

 

Resting Stop Order Statistics

Currency Pair Zero Slippage Negative Slippage Average Negative Slippage (pips)* Average Net Slippage (pips)**
AUDUSD 74.7% 25.2% 0.4 0.1
EURGBP 73.7% 26.3% 0.4 0.1
EURJPY 76.2% 23.8% 0.5 0.1
EURUSD 78.7% 21.2% 0.7 0.1
GBPJPY 58.5% 41.5% 0.3 0.1
GBPUSD 60.8% 39.2% 1.0 0.4
NZDUSD 71.6% 28.4% 0.5 0.1
USDCAD 70.0% 30.0% 0.7 0.2
USDCHF 72.9% 27.1% 0.4 0.1
USDJPY 78.9% 21.1% 0.7 0.1
XAGUSD 30.6% 69.4% 40.7 28.3
XAUUSD 50.4% 49.6% 12.0 6.0

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering.

 

Resting Limit Order Statistics

Currency Pair Price Improvement Zero Slippage Average Price Improvement (pips)* Average Net Price Improvement (pips)**
AUDUSD 24.6% 75.4% 0.3 0.1
EURGBP 22.8% 77.2% 0.3 0.1
EURJPY 23.2% 76.8% 0.4 0.1
EURUSD 22.4% 77.6% 0.8 0.2
GBPJPY 37.8% 62.2% 0.3 0.1
GBPUSD 38.2% 61.8% 0.6 0.2
NZDUSD 26.9% 73.1% 1.8 0.5
USDCAD 29.6% 70.4% 0.3 0.1
USDCHF 22.7% 77.3% 0.9 0.2
USDJPY 23.8% 76.2% 0.7 0.2
XAGUSD 61.6% 38.4% 77.4 47.6
XAUUSD 48.6% 51.4% 14.8 7.2

* Average improvement based on limit orders that were improved. Calculated from the limit order level.
** Average improvement based on all limit orders.

June 2017

Limit IOC Order Statistics

Currency Pair Price Improvement* Zero Slippage* Negative Slippage* Average Net Slippage (pips)* Average Improvement (pips)** Average Tolerance (pips) Fill Rate***
AUDUSD 15.4% 69.8% 14.8% 0.0 0.9 0.9 99.6%
EURGBP 19.3% 60.6% 20.1% 0.0 2.8 2.8 98.8%
EURJPY 26.1% 48.1% 25.8% 0.0 30.3 30.3 99.3%
EURUSD 20.8% 59.1% 20.1% 0.0 3.5 3.5 99.3%
GBPJPY 28.3% 44.0% 27.7% 0.0 3.2 3.2 98.7%
GBPUSD 22.3% 56.1% 21.6% 0.0 1.6 1.6 98.7%
NZDUSD 13.4% 73.3% 13.3% 0.0 0.8 0.8 99.1%
USDCAD 17.1% 66.4% 16.4% 0.0 1.7 1.7 99.6%
USDCHF 16.0% 68.0% 16.0% 0.0 1.0 1.0 99.5%
USDJPY 20.6% 58.1% 21.4% 0.0 3.5 3.5 99.5%
XAGUSD 16.9% 70.1% 13.0% 1.4 23.5 22.1 96.1%
XAUUSD 25.9% 49.3% 24.8% 0.3 19.8 19.5 98.8%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
** Calculated from the Limit IOC order level
*** On Limit IOC orders with default price tolerance of 0.01% and above

 

Limit IOC Order Average Improvement*, by price tolerance setting

Currency Pair 0.0 pips* 0.1 – 0.2 pips* 0.3 – 0.6 pips* 0.7 – 1.0 pips* > 1.1 pips*
AUDUSD 0.1 0.2 0.5 0.8 6.4
EURGBP 0.1 - - 0.9 56.0
EURJPY 0.1 0.3 0.5 0.9 30.8
EURUSD 0.1 0.2 0.6 1.0 3.6
GBPJPY 0.1 - 0.7 1.0 3.3
GBPUSD 0.1 0.4 0.4 1.0 1.7
NZDUSD 0.0 - - 0.7 44.3
USDCAD 0.1 - - 0.9 1.7
USDCHF 0.0 0.2 - 1.0 2.6
USDJPY 0.1 0.2 0.6 1.0 3.6
  0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD 1.9 10.9 18.5 - 552.6
  0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD 1.3 6.2 13.1 25.5 748.6

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance

 

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair 0.0 pips =< 0.2 pips =< 0.6 pips =< 1.0 pips All
AUDUSD 67.9% 79.2% 80.8% 98.9% 98.9%
EURGBP 79.3% 79.3% 79.3% 98.6% 98.6%
EURJPY 75.9% 77.7% 78.0% 80.9% 98.9%
EURUSD 71.4% 77.2% 80.3% 82.9% 98.6%
GBPJPY 100.0% 100.0% 100.0% 98.8% 98.7%
GBPUSD 66.7% 81.1% 83.7% 85.4% 97.8%
NZDUSD 79.3% 79.3% 79.3% 99.0% 99.0%
USDCAD 85.7% 85.7% 85.7% 97.7% 99.6%
USDCHF 84.6% 92.5% 92.5% 99.4% 99.2%
USDJPY 72.4% 81.9% 83.6% 87.7% 99.0%
  0.0 pips =< 10 pips =< 25 pips =< 50 pips All
XAGUSD 82.4% 83.1% 95.6% 95.6% 95.7%
  0.0 pips =< 10 pips =< 20 pips =< 30 pips All
XAUUSD 71.8% 87.1% 98.6% 98.6% 98.6%

 

Limit IOC Order Execution Speed

Time in Milliseconds Fill Rate
< 50 92.2%
< 100 97.3%
< 250 99.6%
< 500 99.9%
< 1000 100.0%
Average execution speed 27 milliseconds

 

Resting Stop Order Statistics

Currency Pair Zero Slippage Negative Slippage Average Negative Slippage (pips)* Average Net Slippage (pips)**
AUDUSD 80.1% 19.9% 0.4 0.1
EURGBP 66.6% 33.4% 13.7 4.6
EURJPY 79.7% 20.3% 0.3 0.1
EURUSD 78.5% 21.5% 0.4 0.1
GBPJPY 63.1% 36.9% 7.0 2.6
GBPUSD 59.4% 40.6% 10.9 4.4
NZDUSD 75.6% 24.4% 2.2 0.5
USDCAD 71.1% 28.9% 0.4 0.1
USDCHF 78.5% 21.5% 0.2 0.0
USDJPY 82.9% 17.1% 0.5 0.1
XAGUSD 18.3% 81.5% 23.7 19.1
XAUUSD 49.3% 50.7% 12.0 6.1

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering

 

Resting Limit Order Statistics

Currency Pair Price Improvement Zero Slippage Average Price Improvement (pips)* Average Net Price Improvement (pips)**
AUDUSD 28.1% 71.9% 1.0 0.3
EURGBP 31.7% 68.3% 9.0 2.9
EURJPY 21.3% 78.7% 1.3 0.3
EURUSD 23.3% 76.7% 0.8 0.2
GBPJPY 40.0% 60.0% 12.2 4.9
GBPUSD 41.8% 58.2% 9.2 3.8
NZDUSD 25.1% 74.9% 1.5 0.4
USDCAD 28.6% 71.4% 0.9 0.2
USDCHF 25.1% 74.9% 0.5 0.1
USDJPY 20.3% 79.7% 1.1 0.2
XAGUSD 70.2% 29.8% 41.5 29.1
XAUUSD 49.4% 50.6% 12.0 5.9

* Average improvement based on limit orders that were improved. Calculated from the limit order level
** Average improvement based on all limit orders. Calculated from the limit order level

May 2017

Limit IOC Order Statistics

Currency Pair Price Improvement* Zero Slippage* Negative Slippage* Average Net Slippage (pips)* Average Improvement (pips)** Average Tolerance (pips) Fill Rate***
AUDUSD 14.9% 71.4% 13.7% 0.0 1.0 1.0 99.4%
EURGBP 18.4% 62.9% 18.7% 0.0 0.9 0.9 99.5%
EURJPY 24.0% 51.1% 24.9% 0.0 46.5 46.5 99.6%
EURUSD 18.4% 63.4% 18.2% 0.0 5.4 5.4 99.7%
GBPJPY 24.6% 50.3% 25.1% 0.0 3.3 3.3 99.0%
GBPUSD 19.9% 60.1% 20.1% 0.0 1.4 1.4 99.3%
NZDUSD 12.2% 75.0% 12.8% 0.0 1.0 1.0 99.3%
USDCAD 17.7% 64.5% 17.8% 0.0 1.5 1.5 99.7%
USDCHF 13.5% 72.4% 14.2% 0.0 1.1 1.1 99.7%
USDJPY 20.1% 58.7% 21.2% 0.0 4.7 4.7 99.6%
XAGUSD 15.5% 72.5% 12.1% 1.5 22.0 20.5 95.2%
XAUUSD 26.2% 47.8% 26.0% 0.2 19.9 19.7 98.9%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement
** Calculated from the Limit IOC order level
*** On Limit IOC orders with default price tolerance of 0.01% and above

Limit IOC Order Average Improvement*, by price tolerance setting

Currency Pair 0.0 pips* 0.1 – 0.2 pips* 0.3 – 0.6 pips* 0.7 – 1.0 pips* > 1.1 pips*
AUDUSD 0.0 0.1 0.5 0.7 18.5
EURGBP 0.0 - 0.4 0.9 3.2
EURJPY 0.1 0.1 0.4 0.9 47.0
EURUSD 0.1 0.2 0.6 1.0 5.5
GBPJPY 0.0 - 0.4 1.1 3.4
GBPUSD 0.1 0.2 0.5 0.9 1.5
NZDUSD 0.1 - - 0.7 48.6
USDCAD 0.0 - 0.7 1.0 1.5
USDCHF 0.0 0.2 - 1.0 5.9
USDJPY 0.1 0.2 0.6 0.9 4.9
  0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD 2.4 5.8 18.1 52.0 350.5
  0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD 0.5 4.6 12.7 24.9 833.8

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance

Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair 0.0 pips =< 0.2 pips =< 0.6 pips =< 1.0 pips All
AUDUSD 83.5% 86.8% 88.7% 99.1% 99.2%
EURGBP 76.9% 76.9% 77.8% 99.3% 99.5%
EURJPY 78.5% 82.4% 89.4% 90.1% 99.6%
EURUSD 71.8% 77.1% 83.4% 85.7% 99.6%
GBPJPY 91.7% 91.7% 97.8% 98.5% 99.1%
GBPUSD 77.3% 86.9% 91.4% 92.1% 99.2%
NZDUSD 81.0% 81.0% 81.0% 99.2% 99.3%
USDCAD 77.8% 77.8% 78.9% 95.3% 99.7%
USDCHF 72.0% 73.1% 73.1% 99.6% 99.7%
USDJPY 66.8% 74.5% 78.0% 83.5% 99.4%
  0.0 pips =< 10 pips =< 25 pips =< 50 pips All
XAGUSD 97.1% 88.5% 95.8% 95.9% 96.0%
  0.0 pips =< 10 pips =< 20 pips =< 30 pips All
XAUUSD 82.9% 93.0% 98.8% 98.8% 98.9%

Limit IOC Order Execution Speed

Time in Milliseconds Fill Rate
< 50 90.3%
< 100 96.7%
< 250 99.7%
< 500 99.9%
< 1000 100.0%
Average execution speed 29 milliseconds

Resting Stop Order Statistics

Currency Pair Zero Slippage Negative Slippage Average Negative Slippage (pips)* Average Net Slippage (pips)**
AUDUSD 75.7% 24.3% 0.4 0.1
EURGBP 79.3% 20.7% 0.3 0.1
EURJPY 80.5% 19.5% 0.3 0.1
EURUSD 83.1% 16.9% 0.7 0.1
GBPJPY 58.1% 41.9% 0.4 0.1
GBPUSD 71.3% 28.7% 0.4 0.1
NZDUSD 70.4% 29.6% 2.4 0.7
USDCAD 76.8% 23.2% 0.2 0.1
USDCHF 81.8% 18.2% 0.2 0.0
USDJPY 85.2% 14.8% 0.4 0.1
XAGUSD 29.1% 70.3% 23.1 16.1
XAUUSD 46.3% 53.6% 11.3 6.1

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering

Resting Limit Order Statistics

Currency Pair Price Improvement Zero Slippage Average Price Improvement (pips)* Average Net Price Improvement (pips)**
AUDUSD 24.1% 75.9% 0.2 0.1
EURGBP 17.8% 82.2% 0.2 0.0
EURJPY 18.7% 81.3% 0.2 0.0
EURUSD 18.8% 81.2% 0.2 0.0
GBPJPY 35.6% 64.4% 0.4 0.1
GBPUSD 34.6% 65.4% 0.4 0.1
NZDUSD 25.7% 74.3% 0.3 0.1
USDCAD 21.5% 78.5% 0.2 0.0
USDCHF 21.4% 78.6% 0.2 0.1
USDJPY 17.3% 82.7% 0.3 0.1
XAGUSD 61.0% 39.0% 33.0 20.1
XAUUSD 48.3% 51.7% 12.1 5.8

* Average improvement based on limit orders that were improved. Calculated from the limit order level
** Average improvement based on all limit orders. Calculated from the limit order level

April 2017

Limit IOC Order Statistics

Currency Pair Price Improvement* Zero Slippage* Negative Slippage* Average Net Slippage (pips)* Average Improvement (pips)** Average Tolerance (pips) Fill Rate***
AUDUSD 14.3% 72.4% 13.3% 0.0 1.0 1.0 99.5%
EURGBP 19.5% 61.4% 19.1% 0.0 0.9 0.9 99.3%
EURJPY 24.9% 50.3% 24.8% 0.0 1.4 1.4 99.1%
EURUSD 18.2% 64.0% 17.9% 0.0 1.4 1.3 99.3%
GBPJPY 26.5% 47.3% 26.2% 0.0 2.1 2.1 99.1%
GBPUSD 20.2% 59.8% 20.0% 0.0 1.3 1.3 99.0%
NZDUSD 13.3% 75.8% 10.8% 0.0 0.7 0.7 99.8%
USDCAD 17.1% 65.7% 17.2% 0.0 1.5 1.5 99.5%
USDCHF 13.8% 69.7% 16.5% 0.0 1.1 1.1 99.6%
USDJPY 21.5% 56.2% 22.3% 0.0 2.3 2.3 99.4%
XAGUSD 16.7% 70.8% 12.5% 1.7 19.3 17.6 95.8%
XAUUSD 28.9% 44.3% 26.8% 0.4 27.4 27.0 98.5%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** Calculated from the Limit IOC order level
*** On Limit IOC orders with default price tolerance of 0.01% and above



Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair 0.0 pips* 0.1 – 0.2 pips* 0.3 – 0.6 pips* 0.7 – 1.0 pips* > 1.1 pips*
AUDUSD 0.0 0.2 0.5 0.8 4.1
EURGBP 0.0 0.1 0.5 0.9 1.4
EURJPY 0.1 0.1 0.6 0.9 1.5
EURUSD 0.1 0.2 0.6 0.9 1.5
GBPJPY 0.1 0.0 0.4 1.0 2.2
GBPUSD 0.2 0.2 0.6 1.0 1.4
NZDUSD 0.0 0.2 0.5 0.8 1.2
USDCAD 0.0 0.4 0.6 1.0 1.5
USDCHF - 0.2 0.5 1.0 1.7
USDJPY 0.0 0.2 0.6 0.9 2.5
0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD 5.9 10.2 19.5 - 142.0
0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD 1.2 6.0 13.3 25.0 912.0

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance



Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair 0.0 pips =< 0.2 pips =< 0.6 pips =< 1.0 pips All
AUDUSD 86.2% 79.4% 93.3% 98.6% 98.8%
EURGBP 66.7% 75.8% 91.9% 98.3% 98.6%
EURJPY 68.6% 71.3% 72.0% 96.1% 99.0%
EURUSD 73.3% 70.0% 82.3% 92.5% 98.5%
GBPJPY 68.2% 69.6% 78.4% 94.4% 99.0%
GBPUSD 72.7% 79.8% 85.6% 94.5% 98.6%
NZDUSD 91.7% 92.9% 97.5% 99.3% 99.5%
USDCAD 70.4% 72.4% 81.4% 98.0% 99.5%
USDCHF 0.0% 75.0% 95.6% 99.1% 99.3%
USDJPY 69.1% 70.5% 78.1% 91.6% 99.1%
  0.0 pips =< 10 pips =< 25 pips =< 50 pips All
XAGUSD 70.8% 76.1% 94.9% 94.9% 95.2%
0.0 pips =< 10 pips =< 20 pips =< 30 pips All
XAUUSD 85.7% 88.2% 98.4% 98.4% 98.5%



Limit IOC Order Execution Speed

Time in Milliseconds Fill Rate
< 50 88.5%
< 100 95.3%
< 250 99.6%
< 500 99.9%
< 1000 100.0%
Average execution speed 32



Resting Stop Order Statistics

Currency Pair Zero Slippage Negative Slippage Average Negative Slippage (pips)* Average Net Slippage (pips)**
AUDUSD 78.7% 21.3% 0.5 0.1
EURGBP 77.9% 22.1% 0.3 0.1
EURJPY 78.5% 21.5% 0.2 0.0
EURUSD 79.9% 20.1% 0.3 0.1
GBPJPY 65.1% 34.9% 0.3 0.1
GBPUSD 65.5% 34.5% 0.3 0.1
NZDUSD 77.5% 22.5% 0.3 0.1
USDCAD 69.4% 30.6% 0.4 0.1
USDCHF 77.4% 22.6% 0.7 0.2
USDJPY 83.3% 16.7% 0.6 0.1
XAGUSD 47.0% 53.0% 52.8 28.0
XAUUSD 49.1% 50.9% 34.4 17.5

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering



Resting Limit Order Statistics

Currency Pair Price Improvement Zero Slippage Average Price Improvement (pips)* Average Net Price Improvement (pips)**
AUDUSD 29.4% 70.6% 0.7 0.2
EURGBP 26.0% 74.0% 1.0 0.2
EURJPY 25.0% 75.0% 4.9 1.2
EURUSD 22.5% 77.5% 1.8 0.4
GBPJPY 34.3% 65.7% 2.8 1.0
GBPUSD 34.6% 65.4% 0.6 0.2
NZDUSD 28.7% 71.3% 0.4 0.1
USDCAD 27.2% 72.8% 0.9 0.3
USDCHF 21.6% 78.4% 1.9 0.4
USDJPY 21.5% 78.5% 1.3 0.3
XAGUSD 67.0% 33.0% 43.3 29.0
XAUUSD 53.8% 46.2% 17.3 9.3

* Average improvement based on limit orders that were improved. Calculated from the limit order level
** Average improvement based on all limit orders. Calculated from the limit order level

March 2017

Limit IOC Order Statistics

Currency Pair Price Improvement* Zero Slippage* Negative Slippage* Average Net Slippage (pips)* Average Improvement (pips)** Average Tolerance (pips) Fill Rate***
AUDUSD 18.1% 64.9% 17.0% 0.0 1.1 1.1 99.1%
EURGBP 20.4% 58.9% 20.7% 0.0 0.9 0.9 99.3%
EURJPY 24.3% 51.0% 24.7% 0.0 1.5 1.5 99.5%
EURUSD 19.6% 61.5% 18.9% 0.0 1.3 1.3 99.4%
GBPJPY 27.1% 47.1% 25.8% 0.0 1.7 1.7 98.8%
GBPUSD 23.1% 55.7% 21.2% 0.0 1.6 1.6 99.0%
NZDUSD 15.9% 68.6% 15.6% 0.0 0.7 0.7 98.8%
USDCAD 17.7% 64.6% 17.7% 0.0 1.4 1.4 99.6%
USDCHF 15.7% 69.8% 14.5% 0.0 1.2 1.2 99.7%
USDJPY 23.0% 54.5% 22.4% 0.0 1.6 1.6 99.3%
XAGUSD 18.6% 67.5% 13.8% 1.8 21.8 20.0 95.7%
XAUUSD 29.0% 43.5% 27.6% 0.3 16.3 16.0 98.5%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** Calculated from the Limit IOC order level
*** On Limit IOC orders with default price tolerance of 0.01% and above



Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair 0.0 pips* 0.1 – 0.2 pips* 0.3 – 0.6 pips* 0.7 – 1.0 pips* > 1.1 pips*
AUDUSD 0.1 0.2 0.5 0.8 22.9
EURGBP 0.1 0.1 - 0.9 6.1
EURJPY 0.0 0.4 - 1.0 1.5
EURUSD 0.1 0.2 0.6 1.0 1.3
GBPJPY 0.1 - 0.6 0.8 1.7
GBPUSD 0.1 0.2 0.7 1.1 1.7
NZDUSD 0.0 0.1 - 0.7 2.1
USDCAD 0.1 - - 1.0 1.4
USDCHF 0.0 0.2 - 1.0 3.1
USDJPY 0.1 0.2 0.6 1.0 1.7
  0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD 4.5 9.3 19.4 - 1135.4
  0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD 1.2 5.5 12.6 22.8 374.4

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance



Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair 0.0 pips =< 0.2 pips =< 0.6 pips =< 1.0 pips All
AUDUSD 73.5% 76.5% 78.0% 98.1% 99.0%
EURGBP 72.6% 73.0% 73.0% 98.7% 99.3%
EURJPY 84.6% 81.3% 81.3% 92.5% 99.5%
EURUSD 75.3% 77.7% 79.7% 85.1% 99.2%
GBPJPY 92.3% 92.3% 96.6% 96.9% 98.8%
GBPUSD 68.9% 77.4% 82.2% 83.3% 98.5%
NZDUSD 70.7% 73.5% 73.5% 98.5% 98.8%
USDCAD 71.2% 71.2% 71.2% 75.8% 99.6%
USDCHF 85.7% 93.8% 93.8% 99.6% 99.7%
USDJPY 62.3% 67.2% 73.1% 78.8% 99.0%
  0.0 pips =< 10 pips =< 25 pips =< 50 pips All
XAGUSD 79.5% 81.4% 95.5% 95.5% 95.7%
  0.0 pips =< 10 pips =< 20 pips =< 30 pips All
XAUUSD 79.2% 82.1% 98.3% 98.3% 98.5%



Resting Stop Order Statistics

Currency Pair Zero Slippage Negative Slippage Average Negative Slippage (pips)* Average Net Slippage (pips)**
AUDUSD 78.2% 21.8% 0.6 0.1
EURGBP 74.0% 26.0% 0.6 0.2
EURJPY 76.8% 23.2% 2.5 0.6
EURUSD 79.1% 20.9% 0.5 0.1
GBPJPY 63.7% 36.3% 0.6 0.2
GBPUSD 64.2% 35.8% 0.4 0.1
NZDUSD 72.3% 27.7% 1.3 0.4
USDCAD 74.5% 25.5% 0.5 0.1
USDCHF 77.9% 22.1% 0.3 0.1
USDJPY 83.1% 16.9% 0.6 0.1
XAGUSD 53.9% 45.9% 45.3 20.3
XAUUSD 47.8% 52.2% 14.6 7.6

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering



Resting Limit Order Statistics

Currency Pair Price Improvement Zero Slippage Average Price Improvement (pips)* Average Net Price Improvement (pips)**
AUDUSD 23.5% 76.5% 0.3 0.1
EURGBP 22.2% 77.8% 0.3 0.1
EURJPY 18.4% 81.6% 0.3 0.1
EURUSD 19.6% 80.4% 0.3 0.1
GBPJPY 33.3% 66.7% 0.3 0.1
GBPUSD 34.2% 65.8% 0.3 0.1
NZDUSD 24.9% 75.1% 0.2 0.1
USDCAD 20.0% 80.0% 0.3 0.1
USDCHF 20.0% 80.0% 0.4 0.1
USDJPY 16.8% 83.2% 0.5 0.1
XAGUSD 60.0% 40.0% 31.4 18.8
XAUUSD 50.5% 49.5% 10.5 5.3

* Average improvement based on limit orders that were improved. Calculated from the limit order level
** Average improvement based on all limit orders. Calculated from the limit order level

February 2017

Limit IOC Order Statistics

Currency Pair Price Improvement* Zero Slippage* Negative Slippage* Average Net Slippage (pips)* Average Improvement (pips)** Average Tolerance (pips) Fill Rate***
AUDUSD 18.5% 63.1% 18.4% 0.0 0.8 0.8 99.3%
EURGBP 22.6% 56.1% 21.3% 0.0 0.9 0.9 98.7%
EURJPY 25.0% 49.0% 26.0% 0.0 1.3 1.3 99.7%
EURUSD 19.8% 60.3% 19.8% 0.0 1.2 1.2 99.5%
GBPJPY 29.7% 39.9% 30.4% 0.0 1.8 1.8 98.6%
GBPUSD 23.7% 52.8% 23.5% 0.0 1.4 1.4 98.6%
NZDUSD 16.5% 66.7% 16.8% 0.0 0.7 0.7 98.7%
USDCAD 18.5% 62.5% 19.0% 0.0 1.4 1.4 99.7%
USDCHF 16.9% 66.3% 16.8% 0.0 1.0 1.0 99.5%
USDJPY 23.1% 53.0% 23.9% 0.0 1.5 1.5 99.1%
XAGUSD 16.4% 70.7% 12.9% 0.7 25.5 24.8 96.8%
XAUUSD 28.7% 43.1% 28.2% 0.1 12.6 12.6 98.3%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** Calculated from the Limit IOC order level
*** On Limit IOC orders with default price tolerance of 0.01% and above



Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair 0.0 pips* 0.1 – 0.2 pips* 0.3 – 0.6 pips* 0.7 – 1.0 pips* > 1.1 pips*
AUDUSD 0.1 0.1 0.4 0.8 42.2
EURGBP 0.1 - - 0.9 5.7
EURJPY 0.1 - - 1.1 1.3
EURUSD 0.1 0.2 0.5 1.0 1.3
GBPJPY 0.0 0.4 0.7 1.0 1.8
GBPUSD 0.1 0.2 0.7 1.0 1.4
NZDUSD 0.1 - - 0.7 2.9
USDCAD 0.0 - - 1.0 1.4
USDCHF 0.1 0.2 - 1.0 3.9
USDJPY 0.1 0.2 0.5 1.0 1.6
  0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD 1.7 3.4 18.5 35.0 5451.8
  0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD 0.7 4.3 12.3 23.8 60.3

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance



Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair 0.0 pips =< 0.2 pips =< 0.6 pips =< 1.0 pips All
AUDUSD 77.5% 80.5% 81.1% 98.6% 99.1%
EURGBP 84.3% 84.3% 84.3% 98.6% 98.8%
EURJPY 38.5% 38.5% 38.5% 52.9% 99.7%
EURUSD 67.6% 73.2% 75.9% 90.2% 99.3%
GBPJPY 81.8% 83.8% 84.6% 93.4% 98.6%
GBPUSD 68.6% 76.9% 77.2% 78.8% 98.3%
NZDUSD 90.0% 90.0% 90.0% 98.6% 98.7%
USDCAD 85.7% 85.7% 85.7% 98.9% 99.7%
USDCHF 85.7% 90.9% 90.9% 99.5% 99.5%
USDJPY 75.6% 77.0% 79.4% 87.3% 98.9%
  0.0 pips =< 10 pips =< 25 pips =< 50 pips All
XAGUSD 82.8% 83.8% 96.6% 96.6% 96.9%
  0.0 pips =< 10 pips =< 20 pips =< 30 pips All
XAUUSD 78.6% 82.8% 98.1% 98.1% 98.2%


Resting Stop Order Statistics

Currency Pair Zero Slippage Negative Slippage Average Negative Slippage (pips)* Average Net Slippage (pips)**
AUDUSD 79.2% 20.8% 0.3 0.1
EURGBP 72.9% 27.1% 0.2 0.1
EURJPY 79.7% 20.3% 0.2 0.0
EURUSD 79.9% 20.1% 0.6 0.1
GBPJPY 62.1% 37.9% 0.3 0.1
GBPUSD 66.4% 33.6% 0.3 0.1
NZDUSD 74.2% 25.8% 0.3 0.1
USDCAD 69.6% 30.4% 1.8 0.5
USDCHF 73.6% 26.4% 0.5 0.1
USDJPY 80.1% 19.9% 0.5 0.1
XAGUSD 62.8% 37.2% 37.7 14.1
XAUUSD 47.7% 52.3% 34.0 17.8

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering



Resting Limit Order Statistics

Currency Pair Price Improvement Zero Slippage Average Price Improvement (pips)* Average Net Price Improvement (pips)**
AUDUSD 24.3% 75.7% 0.3 0.1
EURGBP 27.3% 72.7% 0.4 0.1
EURJPY 22.9% 77.1% 0.4 0.1
EURUSD 24.3% 75.7% 0.4 0.1
GBPJPY 39.8% 60.2% 0.4 0.2
GBPUSD 34.6% 65.4% 0.4 0.1
NZDUSD 24.2% 75.8% 0.4 0.1
USDCAD 34.1% 65.9% 1.3 0.4
USDCHF 37.5% 62.5% 0.3 0.1
USDJPY 20.7% 79.3% 0.4 0.1
XAGUSD 61.2% 38.8% 25.5 15.6
XAUUSD 51.3% 48.7% 20.7 10.7

* Average improvement based on limit orders that were improved. Calculated from the limit order level
** Average improvement based on all limit orders. Calculated from the limit order level

January 2017

Limit IOC Order Statistics

Currency Pair Price Improvement* Zero Slippage* Negative Slippage* Average Net Slippage (pips)* Average Improvement (pips)** Average Tolerance (pips) Fill Rate***
AUDUSD 25.7% 51.0% 23.3% 0.0 1.4 1.4 99.2%
EURGBP 27.7% 46.9% 25.5% 0.0 0.9 0.9 97.6%
EURJPY 28.5% 41.1% 30.4% 0.0 1.3 1.3 99.1%
EURUSD 26.7% 48.0% 25.3% 0.0 1.3 1.2 98.7%
GBPJPY 31.7% 33.4% 34.9% 0.0 1.5 1.6 97.8%
GBPUSD 25.6% 47.3% 27.2% 0.0 1.2 1.2 97.8%
NZDUSD 21.5% 57.3% 21.2% 0.0 0.7 0.7 98.4%
USDCAD 25.1% 50.9% 24.0% 0.0 1.3 1.3 98.9%
USDCHF 23.3% 52.3% 24.4% 0.0 1.0 1.0 98.7%
USDJPY 28.3% 41.8% 29.9% 0.0 1.5 1.5 97.7%
XAGUSD 23.7% 59.4% 16.9% 1.2 18.3 17.1 93.5%
XAUUSD 30.3% 37.8% 31.9% 0.0 12.1 12.2 98.0%

* Calculated from the indicative market price available in the client Quick Trade window at the time of order placement 
** Calculated from the Limit IOC order level
*** On Limit IOC orders with default price tolerance of 0.01% and above



Limit IOC Order Average Improvement *, by price tolerance setting

Currency Pair 0.0 pips* 0.1 – 0.2 pips* 0.3 – 0.6 pips* 0.7 – 1.0 pips* > 1.1 pips*
AUDUSD 0.0 0.1 - 0.8 145.1
EURGBP 0.0 - - 0.9 6.5
EURJPY - - 0.5 - 1.3
EURUSD 0.0 0.1 0.5 1.0 1.3
GBPJPY - 0.1 0.5 - 1.6
GBPUSD 0.0 0.1 0.5 1.0 1.2
NZDUSD 0.0 - - 0.7 3.0
USDCAD 0.0 - - 1.0 1.3
USDCHF 0.0 - - 1.0 2.0
USDJPY 0.0 0.1 0.6 1.0 1.5
  0.0 pips* 1 - 10 pips* 11 - 25 pips* 25- 50 pips* > 51 pips*
XAGUSD - - 17.0 - 85.9
  0.0 pips* 1 - 10 pips* 11 - 20 pips* 21- 30 pips* > 31 pips*
XAUUSD 0.0 4.8 12.0 24.0 59.0

* Calculated from the Limit IOC order level
Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance



Limit IOC Order Fill Rate, by price tolerance setting

Currency Pair 0.0 pips =< 0.2 pips =< 0.6 pips =< 1.0 pips All
AUDUSD 65.6% 68.1% 68.1% 97.7% 98.5%
EURGBP 63.0% 63.0% 63.0% 97.0% 97.7%
EURJPY - - 100.0% 100.0% 99.1%
EURUSD 67.0% 70.5% 75.4% 83.9% 98.5%
GBPJPY - 100.0% 83.3% 83.3% 97.8%
GBPUSD 66.7% 79.7% 79.2% 80.3% 97.2%
NZDUSD 63.6% 63.6% 63.6% 98.2% 98.5%
USDCAD 50.0% 50.0% 50.0% 92.6% 98.9%
USDCHF 58.3% 58.3% 58.3% 98.3% 98.7%
USDJPY 59.1% 71.4% 75.9% 84.1% 97.2%
  0.0 pips =< 10 pips =< 25 pips =< 50 pips All
XAGUSD - - 93.5% 93.5% 93.5%
  0.0 pips =< 10 pips =< 20 pips =< 30 pips All
XAUUSD 64.1% 75.2% 97.6% 97.7% 97.9%

Note: A hyphen (-) indicates that there were no trade attempts from clients using a Limit IOC order in this currency pair with this price tolerance



Resting Stop Order Statistics

Currency Pair Zero Slippage Negative Slippage Average Negative Slippage (pips)* Average Net Slippage (pips)**
AUDUSD 78.9% 21.1% 0.3 0.1
EURGBP 76.0% 24.0% 0.3 0.1
EURJPY 72.3% 27.7% 0.3 0.1
EURUSD 80.7% 19.3% 0.4 0.1
GBPJPY 57.8% 42.2% 0.4 0.2
GBPUSD 60.0% 40.0% 0.4 0.2
NZDUSD 70.0% 30.0% 0.3 0.1
USDCAD 69.2% 30.8% 0.3 0.1
USDCHF 75.5% 24.5% 0.7 0.2
USDJPY 78.7% 21.3% 0.5 0.1
XAGUSD 14.0% 86.0% 100.5 86.4
XAUUSD 52.5% 47.5% 8.2 3.9

* Average slippage based on stop orders that were slipped. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering
** Average slippage based on all stop orders. Calculated from the stop order level, adjusted for the bid/ask spread at the time of triggering



Resting Limit Order Statistics

Currency Pair Price Improvement Zero Slippage Average Price Improvement (pips)* Average Net Price Improvement (pips)**
AUDUSD 21.7% 78.3% 0.3 0.1
EURGBP 27.0% 73.0% 0.4 0.1
EURJPY 26.5% 73.5% 0.4 0.1
EURUSD 24.8% 75.2% 0.5 0.1
GBPJPY 38.3% 61.7% 0.5 0.2
GBPUSD 39.7% 60.3% 0.4 0.2
NZDUSD 31.7% 68.3% 0.3 0.1
USDCAD 30.8% 69.2% 0.5 0.1
USDCHF 24.6% 75.4% 0.5 0.1
USDJPY 23.5% 76.5% 0.3 0.1
XAGUSD 68.6% 31.4% 77.0 52.8
XAUUSD 47.0% 53.0% 7.7 3.6

* Average improvement based on limit orders that were improved. Calculated from the limit order level
** Average improvement based on all limit orders. Calculated from the limit order level

Markedsordre

Markedsordre

En markedsordre er en tradisjonell "best mulig"-instruksjon for å handle så mye av ordren som mulig til de beste tilgjengelige betingelsene på markedet. En markedsordre behandles som godkjent for dagen. Hvis Saxo mener det er mulig å utføre en markedsordre umiddelbart ved bruk av egen likviditet, gjør vi det. Ordren vil ellers rutes til en tredjepart for utførelse. Hvis det ikke er mulig å fylle hele ordren umiddelbart, vil Saxo fortsette å forsøke å utføre ordren til det aktuelle markedet stenger. 

Umiddelbart eller annuller (IOC) markedsordre

En umiddelbar eller annuller (IOC)-markedsordre ligner på en standard markedsordre (beskrevet ovenfor). Det er en instruksjon om å handle umiddelbart med de beste tilgjengelige betingelsene, men Saxo vil ikke forsøke utføre ordren gjentatte ganger hvis den ikke fylles umiddelbart. Hvis Saxo mener det er mulig å utføre en IOC-markedsordre umiddelbart ved bruk av egen likviditet, gjør vi det. Hvis ikke vil ordren rutes til en tredjepart for utførelse. En ordre som ikke fylles umiddelbart vil kanselleres.

Limit-ordrer

Umiddelbart eller annuller (IOC) limit-ordre

En Ummidelbart eller annuller (IOC) limit-ordre er en ordre om å handle til den prisen som vises på skjermen, hvis den fortsatt er tilgjengelig og underlagt en definert toleranse. Toleranse lar deg kontrollere prisområdet ved å definere differensial for minimumspris (ved salg) og differensial for maksimumspris (ved kjøp) som du er komfortabel med å godta. Toleranse kan spesifiseres enten som et fast prisintervall eller en prosent av gjeldende markedspris. Saxo kan fylle ordren med en dårligere pris enn den du ser på skjermen, forutsatt at prisdifferansen ikke overskrider den spesifiserte toleransen. Hvis en bedre pris er tilgjengelig vil Saxo gi deg den fulle fordelen ved den tilgjengelige forbedringen ved å fylle ordren til en bedre pris. Som med en IOC-markedsordre, hvis Saxo ikke kan besørge tilstrekkelig likviditet på egenhånd, kan ordren rutes eksternt. En ordre som ikke fylles umiddelbart vil kanselleres.

Limit-ordre

En limit-ordre er en ordre som handles til en spesifisert pris eller bedre, dersom det er mulig innenfor et angitt tidsrom. Følgende ordrevarigheter er tilgjengelig: 

  • Dagsordre (DO): Gyldig til handelen offisielt stenger på dagen ordren opprettes (eller neste virkedag for ordrer godtatt i helger). 

  • God til dato (GTD): Gyldig til handelen på valgt dato offisielt avsluttes. 

  • God til kansellert (GTC): Gyldig på ubestemt tid eller til den kanselleres av deg. 

En limit-ordre blir aktiv når markedskursen når en valgt pris. Hvis Saxo mener det er mulig å utføre en limit-ordre umiddelbart ved bruk av egen likviditet, gjør vi det. Ordren vil ellers rutes til en tredjepart for utførelse. På ethvert tidspunkt der det ikke er nok likviditet tilgjengelig fra Saxos egne beholdning eller eksternt til å fylle ordren til en spesifisert pris eller bedre, reverseres det gjenværende av ordren til en "ventende ordre". 

 
Stoppordrer

Stoppordre

En stoppordre brukes normalt til å lukke en posisjon når markedet går feil vei for å begrense tapet. Det kan også brukes til å åpne en posisjon når markedet beveger seg forbi et valgt nivå. En stoppordre kan ha en lignende varighet som en limit-ordre (se ovenfor). En stoppordre som legges inn for kjøp behandles som "stopp ved bud". En stoppordre som legges inn for salg behandles som "stopp hvis tilbudt". 

  • En stoppordre for salg utløses når tilbudsprisen du kan godta for en transaksjon med tilsvarende størrelse når det spesifiserte prisnivået. Når den aktiveres, behandles ordren som en markedsordre. 

  • En stoppordre for kjøp utløses når budprisen du kan godta for en transaksjon med tilsvarende størrelse når det spesifiserte prisnivået. Når den aktiveres, behandles ordren som en markedsordre. 

Denne ordningen er designet for å beskytte deg mot risikoen for at en stoppordre utføres som resultatet av bredere spreads uten at markedet faktisk beveger seg. Dette kan skje rundt offentliggjøring av økonomisk statistikk eller til tider med lavere likviditet, som ved rullering på valuteringsdato eller når markedet åpner og stenger. Dette betyr at en stoppordre aldri vil utføres til det spesifiserte nivået, men alltid med spreaden fra stoppnivået som differanse. Hvis en ordre gjelder for en åpen posisjon, kanselleres den automatisk når posisjonen lukkes. Trigger-nivået for en stoppordre kan angis for å følge etter markedsutviklingen. I dette tilfellet beveger trigger-nivået seg samme vei når markedet går i din favør. Trigger-nivået for en trailing stop-ordre beveger seg i trinn som velges når ordren opprettes.

Stop limit-ordre

En Stop limit-ordre fungerer på samme måte som en stoppordre. Men når den utløses forvandles den til en Limit-ordre med en forvalgt limit-pris, i stedet for å eksekvere med neste tilgjengelige pris. Deretter behandles den som en limit-ordre. Denne ordretypen gir deg litt beskyttelse mot dårlig oppfyllelse i illikvide eller sprikende markeder. Trailing stop limit-ordrer er ikke tilgjengelig. 

 
Advarsel om valutarisiko

Valuta er kategorisert som et rødt produkt fordi det vurderes som et investeringsprodukt med høy kompleksitet og risiko.


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