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.

 

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
  • Market Order Statistics
  • Market Order Execution Speed
  • Resting Stop Order Statistics
  • Resting Limit Order Statistics

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD16.1%70.3%13.6%0.00.80.799.5%
EURGBP17.1%65.9%17.1%0.01.11.199.5%
EURJPY30.3%44.2%25.5%0.02.22.299.7%
EURUSD17.5%65.6%16.9%0.01.41.499.8%
GBPJPY28.1%45.7%26.2%0.02.02.099.1%
GBPUSD20.8%61.3%17.9%0.01.91.999.6%
NZDUSD14.5%72.9%12.7%0.00.90.999.8%
USDCAD16.0%69.3%14.7%0.01.91.899.6%
USDCHF11.8%76.3%12.0%0.01.21.299.9%
USDJPY19.5%61.5%19.0%0.03.23.299.9%
XAGUSD11.9%81.9%6.2%1.216.215.095.7%
XAUUSD25.0%51.7%23.3%0.114.614.699.3%

* 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 Pair0.0 pips*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 pips*
AUDUSD0.00.20.40.77.4
EURGBP0.10.10.924.2
EURJPY0.20.30.70.92.4
EURUSD0.10.20.61.01.5
GBPJPY0.21.02.0
GBPUSD0.10.20.61.02.0
NZDUSD0.00.60.715.8
USDCAD0.10.10.31.01.9
USDCHF0.11.040.0
USDJPY0.10.10.51.03.3
0.0 pips*1 – 10 pips*11 – 25 pips*25– 50 pips*> 51 pips*
XAGUSD2.32.315.940.0
0.0 pips*1 – 10 pips*11 – 20 pips*21– 30 pips*> 31 pips*
XAUUSD1.02.412.024.776.8

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD85.6%86.1%86.3%98.7%98.7%
EURGBP63.1%63.6%63.6%98.8%98.8%
EURJPY67.2%67.1%67.2%68.2%97.4%
EURUSD75.9%76.9%83.7%85.3%98.6%
GBPJPY70.0%70.0%70.0%71.2%98.2%
GBPUSD91.5%91.6%91.7%92.1%98.9%
NZDUSD73.3%73.3%98.4%99.4%99.4%
USDCAD75.9%76.1%76.1%81.8%99.1%
USDCHF74.2%74.2%74.2%99.7%99.7%
USDJPY79.0%79.3%79.2%79.6%99.0%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD89.1%89.1%95.3%95.4%95.4%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD73.6%80.1%98.1%98.2%98.3%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5081.0%
< 10095.8%
< 25099.2%
< 50099.6%
< 100099.8%
Average execution speed in milliseconds49

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD15.8%68.1%16.1%0.0100.0%
EURGBP15.5%66.9%17.6%0.0100.0%
EURJPY23.9%52.5%23.6%0.0100.0%
EURUSD14.9%69.8%15.3%0.0100.0%
GBPJPY23.8%52.5%23.7%0.0100.0%
GBPUSD18.9%62.2%18.9%0.0100.0%
NZDUSD10.8%77.9%11.4%0.0100.0%
USDCAD14.6%70.6%14.8%0.0100.0%
USDCHF11.2%77.3%11.5%0.0100.0%
USDJPY16.7%65.3%18.1%0.0100.0%
XAGUSD9.0%83.1%7.9%–0.1100.0%
XAUUSD23.3%54.5%22.2%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5084.6%
< 10096.9%
< 25099.5%
< 50099.8%
< 1000100.0%
Average execution speed in milliseconds41

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD69.6%30.4%0.4–0.1
EURGBP51.5%48.5%0.90.3
EURJPY48.3%51.7%0.50.2
EURUSD60.0%40.0%0.70.1
GBPJPY37.3%62.7%0.60.3
GBPUSD65.4%34.6%1.20.0
NZDUSD69.2%30.8%0.8–0.1
USDCAD59.3%40.7%2.00.5
USDCHF68.4%31.6%0.4–0.1
USDJPY63.9%36.1%0.60.1
XAGUSD47.2%52.8%28.47.5
XAUUSD57.4%42.6%11.41.7

* 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 PairPrice improvementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD20.3%79.7%0.30.1
EURGBP26.1%73.9%0.30.1
EURJPY28.7%71.3%0.20.1
EURUSD23.1%76.9%0.20.1
GBPJPY33.0%67.0%0.30.1
GBPUSD38.7%61.3%0.40.2
NZDUSD26.1%73.9%0.60.1
USDCAD23.3%76.7%0.60.1
USDCHF19.6%80.4%0.20.0
USDJPY20.2%79.8%0.20.0
XAGUSD55.6%44.4%11.76.5
XAUUSD47.0%53.0%4.82.2

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

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD13.3%75.5%11.3%0.01.01.099.2%
EURGBP14.7%69.4%15.9%0.01.61.699.4%
EURJPY23.4%54.3%22.3%0.01.91.999.4%
EURUSD17.6%65.0%17.4%0.01.61.699.7%
GBPJPY22.9%57.6%19.5%0.02.22.299.1%
GBPUSD19.2%62.6%18.1%0.02.22.199.1%
NZDUSD13.6%75.6%10.8%0.00.90.899.6%
USDCAD13.8%72.6%13.6%0.02.02.099.6%
USDCHF9.7%80.1%10.2%0.01.31.399.7%
USDJPY13.5%75.1%11.4%0.02.32.399.8%
XAGUSD12.4%79.1%8.6%1.115.514.493.9%
XAUUSD24.9%51.7%23.4%0.114.113.999.3%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 pips*
AUDUSD0.00.30.715.4
EURGBP0.00.928.9
EURJPY0.11.01.9
EURUSD0.10.20.61.01.7
GBPJPY0.11.02.2
GBPUSD0.10.20.51.02.3
NZDUSD0.00.60.77.6
USDCAD0.10.31.02.0
USDCHF0.00.51.073.9
USDJPY0.00.20.31.02.6
 0.0 PIPS*1 – 10 PIPS*11 – 25 PIPS*25– 50 PIPS*> 51 PIPS*
XAGUSD1.61.615.241.0113.7
 0.0 PIPS*1 – 10 PIPS*11 – 20 PIPS*21– 30 PIPS*> 31 PIPS*
XAUUSD1.24.612.124.153.2

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD93.5%93.5%93.7%98.6%98.6%
EURGBP61.7%61.7%61.7%98.8%98.8%
EURJPY78.3%78.3%78.3%87.1%99.2%
EURUSD74.8%76.9%83.5%84.4%98.5%
GBPJPY82.8%82.8%82.8%83.1%98.9%
GBPUSD84.1%84.1%86.3%86.8%98.4%
NZDUSD69.1%69.1%71.7%99.0%99.0%
USDCAD71.8%71.8%71.8%73.4%98.4%
USDCHF76.9%76.9%81.9%99.5%99.3%
USDJPY78.1%78.4%78.5%78.8%97.0%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD92.9%92.9%93.8%93.8%93.8%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD74.2%84.1%98.1%98.1%98.2%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5084.3%
< 10096.8%
< 25099.5%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds44

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD12.9%73.9%13.3%0.0100.0%
EURGBP13.5%73.4%13.1%0.0100.0%
EURJPY19.7%62.8%17.5%0.0100.0%
EURUSD15.0%66.9%18.1%0.0100.0%
GBPJPY24.5%58.4%17.2%0.0100.0%
GBPUSD16.6%65.6%17.8%0.0100.0%
NZDUSD9.2%80.3%10.4%0.0100.0%
USDCAD10.8%77.6%11.6%0.0100.0%
USDCHF8.6%83.6%7.8%0.0100.0%
USDJPY14.1%70.4%15.5%0.0100.0%
XAGUSD11.8%76.9%11.3%0.2100.0%
XAUUSD22.0%55.5%22.5%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price.

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5090.0%
< 10097.7%
< 25099.7%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds36

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD58.8%41.2%0.60.1
EURGBP55.0%45.0%0.70.1
EURJPY51.8%48.2%0.60.1
EURUSD58.3%41.7%0.70.1
GBPJPY21.1%78.9%2.62.1
GBPUSD59.0%41.0%1.80.4
NZDUSD69.5%30.5%0.7–0.1
USDCAD64.9%35.1%1.20.1
USDCHF62.0%38.0%0.80.2
USDJPY61.4%38.6%0.70.1
XAGUSD41.2%58.8%24.47.0
XAUUSD49.9%50.1%8.31.8

 * 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 PairPrice ImprovementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD23.4%76.6%0.30.1
EURGBP27.7%72.3%0.30.1
EURJPY26.8%73.1%0.20.1
EURUSD21.0%79.0%0.20.0
GBPJPY41.3%58.7%0.40.2
GBPUSD41.7%58.2%0.50.2
NZDUSD22.3%77.7%0.30.1
USDCAD27.7%72.3%0.30.1
USDCHF24.5%75.5%0.30.1
USDJPY22.0%78.0%0.20.1
XAGUSD47.1%52.9%11.35.3
XAUUSD44.9%55.0%3.31.5

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

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD15.3%72.0%12.7%0.00.90.999.2%
EURGBP21.3%64.3%14.5%0.00.90.999.8%
EURJPY25.3%53.4%21.4%0.01.91.999.6%
EURUSD19.0%64.5%16.5%0.01.41.499.6%
GBPJPY26.4%54.8%18.8%0.02.02.099.4%
GBPUSD19.7%62.6%17.7%0.01.61.699.4%
NZDUSD16.8%72.5%10.7%0.00.80.799.6%
USDCAD18.5%67.0%14.5%0.02.12.199.7%
USDCHF16.0%74.6%9.4%0.01.01.099.0%
USDJPY15.6%70.8%13.6%0.02.52.599.8%
XAGUSD15.8%75.7%8.4%1.518.316.996.2%
XAUUSD29.1%48.1%22.8%0.214.113.899.4%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.30.74.7
EURGBP0.10.94.6
EURJPY0.21.01.9
EURUSD0.10.20.61.01.4
GBPJPY0.10.32.0
GBPUSD0.10.21.11.01.6
NZDUSD0.10.60.74.4
USDCAD0.10.10.31.12.2
USDCHF0.10.51.02.0
USDJPY0.00.20.41.02.6
0.0 PIPS*1 – 10 PIPS*11 – 25 PIPS*25– 50 PIPS*> 51 PIPS*
XAGUSD1.01.016.442.5129.7
0.0 PIPS*1 – 10 PIPS*11 – 20 PIPS*21– 30 PIPS*> 31 PIPS*
XAUUSD1.22.512.224.158.8

* 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 Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD93.6%93.6%93.9%99.0%99.0%
EURGBP78.8%78.8%78.8%99.0%99.0%
EURJPY66.0%66.0%66.0%68.0%99.1%
EURUSD72.4%74.1%81.1%82.5%98.2%
GBPJPY76.9%76.9%74.7%74.7%99.0%
GBPUSD66.4%66.5%69.5%74.1%98.6%
NZDUSD70.7%70.7%71.9%99.0%99.0%
USDCAD69.8%71.0%71.1%76.5%99.0%
USDCHF73.3%73.3%82.6%98.7%98.7%
USDJPY84.3%84.5%84.7%85.7%99.0%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD65.5%65.5%95.6%95.7%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD70.6%76.3%98.1%98.1%98.2%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5062.1%
< 10093.4%
< 25099.2%
< 50099.8%
< 1000100.0%
Average execution speed in milliseconds55

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD14.8%71.9%13.2%0.0100.0%
EURGBP15.0%68.3%16.8%0.0100.0%
EURJPY19.7%60.8%19.5%0.0100.0%
EURUSD15.9%68.7%15.4%0.0100.0%
GBPJPY20.4%60.9%18.7%0.0100.0%
GBPUSD17.6%65.7%16.7%0.0100.0%
NZDUSD13.4%75.3%11.2%0.0100.0%
USDCAD14.0%72.9%13.0%0.0100.0%
USDCHF12.0%79.4%8.6%0.0100.0%
USDJPY13.6%73.3%13.1%0.0100.0%
XAGUSD11.9%78.4%9.7%0.2100.0%
XAUUSD26.1%52.1%21.9%0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price 

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5073.8%
< 10095.0%
< 25099.5%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds46

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD68.7%31.3%0.50.0
EURGBP67.1%32.9%0.70.0
EURJPY53.2%46.8%0.7– 0.8
EURUSD60.0%40.0%1.10.3
GBPJPY38.9%61.1%0.50.2
GBPUSD66.0%34.0%0.8– 0.1
NZDUSD70.6%29.4%0.5– 0.2
USDCAD66.6%33.4%3.10.7
USDCHF66.3%33.7%0.7– 0.1
USDJPY64.9%35.1%0.80.1
XAGUSD42.7%57.3%35.87.4
XAUUSD52.9%47.1%10.30.7

* 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 PairPrice improvementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD21.1%78.8%0.30.1
EURGBP19.8%80.2%0.20.0
EURJPY23.0%77.0%0.30.1
EURUSD18.3%81.7%0.20.0
GBPJPY32.4%67.6%0.20.1
GBPUSD29.1%70.8%0.20.1
NZDUSD24.9%75.1%0.20.1
USDCAD25.0%75.0%0.60.2
USDCHF23.0%77.0%0.20.1
USDJPY17.6%82.4%0.20.0
XAGUSD47.9%52.1%9.64.6
XAUUSD34.7%65.3%4.31.5

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

 

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD19.1%67.2%13.7%0.00.90.997.8%
EURGBP32.3%55.0%12.7%0.01.01.099.6%
EURJPY33.4%44.7%21.9%0.01.41.499.8%
EURUSD21.7%60.7%17.6%0.01.41.499.8%
GBPJPY34.0%48.3%17.7%0.01.81.799.6%
GBPUSD23.3%56.5%20.2%0.01.51.599.5%
NZDUSD27.7%62.4%9.9%0.00.80.899.6%
USDCAD27.0%57.7%15.3%0.01.91.999.5%
USDCHF27.8%61.2%11.0%0.01.01.099.8%
USDJPY18.1%66.8%15.1%0.02.12.199.6%
XAGUSD33.2%59.6%7.2%3.018.915.996.5%
XAUUSD37.8%43.5%18.7%0.616.115.599.3%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.30.78.9
EURGBP0.1
0.911.9
EURJPY0.20.1
1.11.4
EURUSD0.10.20.61.01.5
GBPJPY0.1
0.4
1.8
GBPUSD0.10.20.41.01.6
NZDUSD0.1

0.71.6
USDCAD0.10.1
1.12.0
USDCHF0.00.10.51.05.5
USDJPY0.10.10.51.02.1
 0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD7.42.018.728.277.8
 0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD1.45.312.825.6147.9

* 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 Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSALL
AUDUSD93.0%93.0%94.5%99.5%99.5%
EURGBP83.7%83.7%83.7%99.3%99.3%
EURJPY78.5%78.8%78.8%83.5%99.5%
EURUSD73.7%74.5%79.6%83.2%98.6%
GBPJPY65.1%65.1%65.9%65.9%99.2%
GBPUSD69.9%70.7%74.6%84.9%99.1%
NZDUSD69.4%69.4%69.4%98.9%99.0%
USDCAD71.6%71.9%71.9%75.4%98.5%
USDCHF75.0%77.4%78.4%99.6%99.6%
USDJPY75.9%76.9%79.4%88.6%99.1%
 0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD84.6%86.7%96.4%96.4%
 0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD65.0%72.2%97.1%97.1%97.2%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5055.4%
< 10092.2%
< 25099.4%
< 50099.9%
< 1000100.0%
Average execution speed59 milliseconds

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD17.1%67.6%15.2%0.0100.0%
EURGBP24.1%65.9%10.0%0.0100.0%
EURJPY23.8%56.8%19.4%0.0100.0%
EURUSD18.5%65.2%16.3%0.0100.0%
GBPJPY24.5%57.2%18.3%0.0100.0%
GBPUSD20.0%60.3%19.7%0.0100.0%
NZDUSD22.6%66.8%10.6%0.0100.0%
USDCAD19.0%66.5%14.5%0.0100.0%
USDCHF22.1%70.1%7.8%0.0100.0%
USDJPY15.2%70.9%13.8%0.0100.0%
XAGUSD14.4%78.0%7.6%0.9100.0%
XAUUSD32.3%48.7%19.0%0.3100.0%

* Average improvement based on all market orders. Calculated from the indicative market price

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5066.9%
< 10093.4%
< 25099.4%
< 50099.9%
< 1000100.0%
Average execution speed50 milliseconds

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD78.2%21.8%0.4–0.1
EURGBP58.7%41.3%0.80.1
EURJPY52.5%47.5%0.70.1
EURUSD57.3%42.7%0.90.2
GBPJPY32.8%67.2%0.70.5
GBPUSD64.6%35.4%1.40.2
NZDUSD63.1%36.9%0.6–0.1
USDCAD63.8%36.2%1.50.2
USDCHF75.1%24.9%0.7-0.1
USDJPY58.5%41.5%0.80.2
XAGUSD35.6%64.4%150.389.6
XAUUSD61.5%38.5%10.1–0.9
 

* 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 PairPrice improvementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD14.6%81.6%0.20.0
EURGBP21.4%77.7%0.30.1
EURJPY27.6%70.1%0.40.1
EURUSD14.5%72.0%0.30.1
GBPJPY36.7%50.7%0.30.2
GBPUSD30.5%67.5%0.40.1
NZDUSD16.5%82.1%0.20.0
USDCAD27.4%72.1%0.70.2
USDCHF24.3%75.5%0.20.0
USDJPY19.0%75.8%0.30.1
XAGUSD48.8%51.0%30.014.7
XAUUSD40.2%58.1%4.62.0

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

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD17.9%65.4%16.7%0.00.80.898.9%
EURGBP22.3%59.3%18.4%0.01.01.099.4%
EURJPY29.2%44.9%26.0%0.01.51.499.2%
EURUSD24.2%53.6%22.3%0.01.41.499.4%
GBPJPY30.0%48.3%21.7%0.02.02.099.5%
GBPUSD25.4%51.7%22.9%0.01.51.599.5%
NZDUSD19.3%66.9%13.7%0.00.70.798.9%
USDCAD21.2%59.8%19.0%0.02.12.199.6%
USDCHF18.8%63.8%17.4%0.01.01.099.7%
USDJPY17.5%66.1%16.4%0.04.44.499.6%
XAGUSD17.6%75.2%7.2%1.981.279.395.7%
XAUUSD27.5%50.4%22.1%0.213.313.199.3%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.40.87.6
EURGBP0.10.922.1
EURJPY0.10.11.11.5
EURUSD0.10.20.61.01.4
GBPJPY0.10.51.12.0
GBPUSD0.10.31.01.01.5
NZDUSD0.00.60.71.6
USDCAD0.10.10.51.02.2
USDCHF0.00.51.03.9
USDJPY0.10.10.61.04.7
0.0 PIPS*1 – 10 PIPS*11 – 25 PIPS*25– 50 PIPS*> 51 PIPS*
XAGUSD4.318.44317.1
0.0 PIPS*1 – 10 PIPS*11 – 20 PIPS*21– 30 PIPS*> 31 PIPS*
XAUUSD1.06.113.225.273.9

* 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 Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD77.9%77.9%78.1%99.0%98.9%
EURGBP70.0%70.0%70.0%98.6%98.6%
EURJPY70.5%70.3%70.3%72.9%98.0%
EURUSD71.2%73.1%76.4%80.0%98.6%
GBPJPY75.4%75.4%76.3%76.4%98.9%
GBPUSD68.8%69.1%69.3%81.9%99.1%
NZDUSD70.9%70.9%72.0%97.7%97.8%
USDCAD72.3%72.4%72.7%73.2%99.1%
USDCHF72.7%72.7%76.6%99.3%99.3%
USDJPY76.1%81.2%83.0%88.3%98.9%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD88.5%88.5%95.3%95.4%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD74.8%82.2%98.8%98.8%98.8%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5077.0%
< 10095.6%
< 25099.5%
< 50099.9%
< 1000100.0%
Average execution speed47 milliseconds

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD16.7%67.6%15.7%0.0100.0%
EURGBP19.3%64.5%16.2%0.0100.0%
EURJPY26.0%51.5%22.5%0.0100.0%
EURUSD21.2%57.3%21.5%0.0100.0%
GBPJPY25.5%51.6%23.0%0.0100.0%
GBPUSD21.9%55.4%22.7%0.0100.0%
NZDUSD15.5%71.7%12.8%0.0100.0%
USDCAD18.6%63.3%18.1%0.0100.0%
USDCHF16.5%70.8%12.7%0.0100.0%
USDJPY16.0%69.3%14.7%0.0100.0%
XAGUSD15.4%67.9%16.7%–0.7100.0%
XAUUSD25.2%53.5%21.3%0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price 

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5079.8%
< 10096.0%
< 25099.6%
< 50099.9%
< 1000100.0%
Average execution speed43 milliseconds

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD67.5%32.5%0.60.0
EURGBP62.6%37.4%0.5–0.1
EURJPY52.3%47.7%0.62.8
EURUSD56.5%43.5%0.70.2
GBPJPY36.1%63.9%0.50.3
GBPUSD68.0%32.0%0.9–0.1
NZDUSD58.8%41.2%0.90.1
USDCAD63.6%36.4%2.50.5
USDCHF77.8%22.2%0.5–0.2
USDJPY65.5%34.5%0.60.0
XAGUSD44.3%55.7%35.78.6
XAUUSD65.4%34.6%18.4–1.4

* 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 PairPrice improvementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD16.0%84.0%0.20.0
EURGBP14.6%85.4%0.30.0
EURJPY25.5%74.5%0.20.1
EURUSD17.2%82.8%0.20.0
GBPJPY41.8%58.2%0.30.1
GBPUSD26.4%73.6%0.20.1
NZDUSD18.2%81.8%0.30.0
USDCAD23.9%76.1%0.60.1
USDCHF15.9%84.1%0.20.0
USDJPY19.4%80.6%0.20.0
XAGUSD45.6%54.4%10.44.8
XAUUSD46.1%53.9%6.83.1

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

Limit IOC Order Statistics

Currency PairPositive Slippage*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD18.1%64.2%17.7%0.00.90.999.4%
EURGBP18.1%64.5%17.4%0.00.90.999.6%
EURJPY26.5%46.9%26.5%0.09.39.399.3%
EURUSD22.7%55.1%22.2%0.02.42.399.5%
GBPJPY27.8%46.3%25.9%0.01.61.699.2%
GBPUSD24.5%52.0%23.5%0.01.61.599.1%
NZDUSD17.2%65.9%16.9%0.00.70.799.5%
USDCAD20.5%59.1%20.4%0.02.22.299.3%
USDCHF17.0%66.0%17.0%0.01.01.099.4%
USDJPY18.4%63.6%18.1%0.01.51.599.4%
XAGUSD10.6%82.0%7.4%1.032.731.796.4%
XAUUSD26.6%47.6%25.8%0.114.514.398.9%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.10.40.829.4
EURGBP0.10.96.1
EURJPY0.10.51.09.4
EURUSD0.10.20.61.02.4
GBPJPY0.10.40.81.7
GBPUSD0.10.20.61.01.6
NZDUSD0.00.50.75.9
USDCAD0.10.10.81.02.3
USDCHF0.00.10.51.06.0
USDJPY0.00.20.41.01.6
0.0 PIPS*1 – 10 PIPS*11 – 25 PIPS*25 – 50 PIPS*> 51 PIPS*
XAGUSD2.02.417.31280.2
0.0 PIPS*1 – 10 PIPS*11 – 20 PIPS*21 – 30 PIPS*> 31 PIPS*
XAUUSD0.75.913.126.1152.5

* 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 Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD77.2%79.4%81.3%99.4%99.3%
EURGBP88.2%88.2%88.2%99.5%99.5%
EURJPY76.3%76.3%79.5%81.1%99.1%
EURUSD74.2%76.3%84.1%86.9%99.0%
GBPJPY79.8%79.8%82.0%84.0%99.1%
GBPUSD70.4%70.6%71.2%84.6%98.9%
NZDUSD73.6%73.6%74.5%99.1%99.1%
USDCAD73.8%74.3%74.8%83.5%99.1%
USDCHF63.8%64.4%75.3%99.0%99.0%
USDJPY72.6%84.9%85.7%91.9%99.1%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD84.9%85.2%96.6%96.7%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD75.1%85.5%98.7%98.7%98.7%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5082.1%
< 10095.3%
< 25099.2%
< 50099.7%
< 100099.9%
Average execution speed46 milliseconds

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD16.1%66.5%17.4%0.0100.0%
EURGBP14.4%72.2%13.3%0.0100.0%
EURJPY22.1%54.8%23.1%0.0100.0%
EURUSD19.9%60.0%20.2%0.0100.0%
GBPJPY23.1%54.7%22.3%0.0100.0%
GBPUSD21.1%58.4%20.4%0.0100.0%
NZDUSD14.8%70.1%15.1%0.0100.0%
USDCAD17.5%64.8%17.7%0.0100.0%
USDCHF11.6%75.4%12.9%0.0100.0%
USDJPY17.4%63.9%18.7%0.0100.0%
XAGUSD10.1%74.3%15.6%–1.1100.0%
XAUUSD23.5%52.9%23.6%–0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price. 

 

Market Order Execution Speed

Time in MillisecondsFill Rate
< 5081.9%
< 10094.7%
< 25099.3%
< 50099.8%
< 1000100.0%
Average execution speed44 milliseconds

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD73.5%26.5%0.4–0.1
EURGBP64.8%35.2%0.40.0
EURJPY60.1%39.9%0.50.0
EURUSD63.4%36.6%0.50.0
GBPJPY41.2%58.8%0.40.2
GBPUSD68.3%31.7%1.0–0.1
NZDUSD55.7%44.3%0.70.1
USDCAD63.0%37.0%1.50.2
USDCHF70.1%29.9%0.7–0.1
USDJPY62.8%37.2%0.50.1
XAGUSD36.8%63.2%172.2101.6
XAUUSD39.5%60.5%22.811.2

 * 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 PairPrice improvementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD16.2%83.8%0.30.0
EURGBP12.6%87.4%0.30.0
EURJPY26.0%74.0%0.20.1
EURUSD16.1%83.9%0.20.0
GBPJPY37.4%62.6%0.20.1
GBPUSD34.8%65.2%0.20.1
NZDUSD18.3%81.7%0.30.1
USDCAD23.8%76.2%0.40.1
USDCHF19.4%80.6%0.20.0
USDJPY18.2%81.8%0.20.0
XAGUSD41.2%58.8%18.97.8
XAUUSD47.5%52.5%12.25.8

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD15.0%69.8%15.2%0.01.11.199.6%
EURGBP16.1%68.9%15.1%0.01.21.299.7%
EURJPY23.6%52.1%24.3%0.013.513.599.7%
EURUSD18.6%62.9%18.5%0.02.82.899.6%
GBPJPY25.6%50.6%23.8%0.01.81.899.6%
GBPUSD19.6%61.3%19.1%0.01.81.899.5%
NZDUSD14.7%70.0%15.3%0.00.70.799.6%
USDCAD18.6%62.8%18.6%0.02.02.099.3%
USDCHF13.5%73.1%13.4%0.01.01.099.8%
USDJPY18.6%62.5%18.9%0.02.22.299.4%
XAGUSD12.2%79.3%8.5%1.259.057.895.4%
XAUUSD28.6%43.8%27.7%0.214.914.798.7%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.20.50.828.1
EURGBP0.00.20.956.0
EURJPY0.1
0.61.113.8
EURUSD0.10.20.61.02.9
GBPJPY0.1

0.81.8
GBPUSD0.10.20.51.01.9
NZDUSD0.0
0.40.76.8
USDCAD0.1
0.61.02.0
USDCHF0.0
0.51.05.2
USDJPY0.00.20.51.02.3
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD0.0
18.1
1239.4
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD1.15.313.327.082.9

* 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 Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSAll
AUDUSD82.3%84.1%87.5%99.4%99.4%
EURGBP77.8%78.5%78.5%99.3%99.3%
EURJPY68.4%68.4%70.2%76.9%99.0%
EURUSD77.6%80.4%86.8%90.9%99.3%
GBPJPY60.0%60.0%60.0%63.0%99.1%
GBPUSD76.5%78.4%80.3%86.0%98.9%
NZDUSD70.8%70.8%72.5%99.1%99.1%
USDCAD72.3%72.3%73.9%85.0%99.2%
USDCHF78.6%78.6%85.5%99.5%99.5%
USDJPY75.6%83.7%84.1%92.8%99.1%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD90.0%90.0%95.2%-95.4%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD72.8%89.5%98.5%98.5%98.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5084.9%
< 10096.0%
< 25099.0%
< 50099.6%
< 100099.8%
Average execution speed45 milliseconds

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD13.2%72.9%13.9%0.0100.0%
EURGBP12.9%77.3%9.8%0.0100.0%
EURJPY16.8%63.6%19.7%0.0100.0%
EURUSD16.2%67.4%16.4%0.0100.0%
GBPJPY22.0%58.9%19.1%0.0100.0%
GBPUSD16.5%66.5%17.1%0.0100.0%
NZDUSD12.1%74.0%13.9%0.0100.0%
USDCAD15.2%70.0%14.8%0.0100.0%
USDCHF12.0%72.9%15.1%0.0100.0%
USDJPY17.8%63.5%18.8%0.0100.0%
XAGUSD10.8%77.0%12.2%-0.1100.0%
XAUUSD26.3%47.8%25.9%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price 

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5083.7%
< 10095.5%
< 25099.2%
< 50099.7%
< 1000100.0%
Average execution speed42 milliseconds

 

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD72.1%27.9%0.4–0.1
EURGBP61.6%38.4%0.70.1
EURJPY63.8%36.2%0.80.1
EURUSD63.9%36.1%0.60.1
GBPJPY34.9%65.1%1.40.9
GBPUSD65.5%34.5%1.10.0
NZDUSD75.3%24.7%0.40.2
USDCAD68.5%31.5%1.30.0
USDCHF70.3%29.7%0.40.1
USDJPY65.0%35.0%0.60.1
XAGUSD39.9%60.1%38.921.9
XAUUSD28.7%71.3%11.77.2

 * 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 PairPrice ImprovementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD17.6%82.4%0.20.0
EURGBP18.4%81.6%0.80.1
EURJPY23.0%77.0%0.30.1
EURUSD17.4%82.6%0.30.0
GBPJPY30.6%69.4%0.30.1
GBPUSD34.5%65.5%0.40.1
NZDUSD21.5%78.5%0.20.0
USDCAD22.2%77.8%0.20.0
USDCHF24.1%75.9%0.10.0
USDJPY18.9%81.1%0.30.0
XAGUSD44.8%55.2%15.16.8
XAUUSD45.1%54.9%5.72.6

 * 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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD18.6%63.5%17.9%0.01.01.099.2%
EURGBP17.7%63.7%18.7%0.01.71.799.5%
EURJPY29.0%42.3%28.8%0.010.410.499.5%
EURUSD21.3%57.9%20.8%0.02.52.599.5%
GBPJPY29.8%42.0%28.1%0.02.12.199.4%
GBPUSD23.1%53.1%23.7%0.02.02.099.3%
NZDUSD17.8%65.7%16.5%0.00.70.798.9%
USDCAD22.9%55.2%21.9%0.02.52.499.2%
USDCHF15.8%69.0%15.2%0.01.01.099.5%
USDJPY24.0%52.4%23.6%0.04.44.499.6%
XAGUSD13.8%79.3%6.9%1.852.750.995.3%
XAUUSD29.3%42.9%27.9%0.215.915.798.9%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.10.20.40.824.6
EURGBP0.00.10.40.961.1
EURJPY0.10.20.41.110.6
EURUSD0.10.20.61.02.6
GBPJPY0.10.5
2.1
GBPUSD0.10.10.50.92.1
NZDUSD0.0

0.76.6
USDCAD0.1
0.71.12.5
USDCHF0.00.10.50.98.9
USDJPY0.00.20.41.04.8
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD0.04.818.4-1179.3
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD1.66.113.326.776.2

* 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 Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSALL
AUDUSD80.3%86.2%90.7%99.0%99.0%
EURGBP85.4%84.5%84.7%99.3%99.3%
EURJPY68.3%68.6%69.6%70.7%99.0%
EURUSD74.9%79.4%82.8%86.7%98.8%
GBPJPY84.4%84.4%85.3%85.3%99.3%
GBPUSD75.3%76.2%77.2%87.5%99.0%
NZDUSD82.4%82.4%82.4%98.6%98.6%
USDCAD76.8%76.8%79.8%83.4%98.9%
USDCHF73.5%73.7%79.4%98.4%98.4%
USDJPY78.3%82.4%84.5%94.3%98.7%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSALL
XAGUSD77.8%88.2%95.1%95.1%95.3%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSALL
XAUUSD72.8%88.7%98.5%98.5%98.5%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5088.7%
< 10096.1%
< 25099.0%
< 50099.6%
< 100099.9%
Average execution speed41 milliseconds

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD16.0%68.2%15.9%0.0100.0%
EURGBP13.7%74.5%11.8%0.0100.0%
EURJPY20.8%57.6%21.7%0.0100.0%
EURUSD17.7%65.4%16.9%0.0100.0%
GBPJPY23.9%51.6%24.5%0.0100.0%
GBPUSD20.3%60.6%19.0%0.0100.0%
NZDUSD15.6%71.9%12.5%0.0100.0%
USDCAD18.5%66.1%15.4%0.0100.0%
USDCHF17.0%68.4%14.5%0.0100.0%
USDJPY20.8%57.6%21.6%0.0100.0%
XAGUSD12.3%78.0%9.7%0.1100.0%
XAUUSD24.3%51.4%24.3%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price 

 

Market Order Execution Speed

Time in MillisecondsFill Rate
< 5087.7%
< 10095.1%
< 25099.2%
< 50099.7%
< 1000100.00%
Average execution speed37 milliseconds

 

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD73.1%26.9%0.4-0.2
EURGBP59.6%40.4%0.60.1
EURJPY58.5%41.5%1.00.2
EURUSD63.0%37.0%0.60.0
GBPJPY34.0%66.0%0.50.3
GBPUSD63.1%36.9%0.90.0
NZDUSD49.5%50.5%0.80.2
USDCAD67.1%32.9%0.9-0.1
USDCHF66.3%33.7%0.4-0.1
USDJPY62.6%37.4%0.70.1
XAGUSD25.2%74.8%32.922.7
XAUUSD31.2%68.8%10.56.6

* 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 PairPrice ImprovementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD20.8%79.2%0.20.0
EURGBP15.5%84.5%0.30.1
EURJPY22.8%77.2%0.30.1
EURUSD17.0%83.0%0.30.0
GBPJPY34.3%65.7%0.30.1
GBPUSD34.5%65.5%0.30.1
NZDUSD19.0%81.0%0.30.1
USDCAD23.8%76.2%0.40.1
USDCHF18.7%81.3%0.20.0
USDJPY19.2%80.8%0.20.0
XAGUSD44.3%55.7%15.97.0
XAUUSD46.1%53.9%3.41.6

* 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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD22.0%56.6%21.4%0.00.90.998.9%
EURGBP19.4%60.2%20.5%0.00.90.999.2%
EURJPY41.8%32.0%26.1%0.212.512.399.4%
EURUSD24.0%52.0%24.1%0.03.13.199.5%
GBPJPY44.2%27.7%28.1%0.32.21.998.8%
GBPUSD26.4%46.7%26.9%0.01.91.999.2%
NZDUSD21.8%56.6%21.6%0.00.80.898.2%
USDCAD24.3%52.6%23.1%0.02.52.599.1%
USDCHF21.2%57.2%21.6%0.01.01.099.2%
USDJPY28.2%46.5%25.3%0.05.25.299.5%
XAGUSD18.7%70.3%11.0%2.369.066.693.9%
XAUUSD30.6%40.6%28.8%0.316.115.898.6%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.10.20.50.816.8
EURGBP0.10.10.30.94.4
EURJPY0.10.20.70.912.6
EURUSD0.10.20.61.03.2
GBPJPY0.10.60.82.2
GBPUSD0.10.20.41.01.9
NZDUSD0.00.70.74.7
USDCAD0.10.10.51.02.5
USDCHF0.00.50.97.8
USDJPY0.10.20.51.05.4
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD6.014.919.11223.3
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD1.16.213.426.468.0

* 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 Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSALL
AUDUSD54.8%70.2%77.5%98.3%98.3%
EURGBP84.4%85.7%87.0%99.0%99.0%
EURJPY71.4%72.5%76.7%79.8%99.2%
EURUSD71.7%76.8%81.4%89.8%99.1%
GBPJPY80.6%80.6%87.2%87.8%98.7%
GBPUSD81.5%87.0%86.6%95.0%99.1%
NZDUSD77.8%77.8%78.6%97.9%97.9%
USDCAD75.9%77.7%78.3%82.2%98.8%
USDCHF70.6%70.6%76.1%98.7%98.8%
USDJPY76.8%82.4%83.3%88.7%98.8%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSALL
XAGUSD100.0%55.9%93.1%93.1%93.4%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSALL
XAUUSD81.6%88.5%98.3%98.2%98.3%

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5084.6%
< 10093.9%
< 25099.3%
< 50099.8%
< 1000100.0%
Average execution speed41 milliseconds

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD16.7%68.1%15.2%0.0100.0%
EURGBP13.8%73.1%13.1%0.0100.0%
EURJPY47.0%31.2%21.8%0.2100.0%
EURUSD20.0%60.2%19.8%0.0100.0%
GBPJPY47.4%27.5%25.1%0.2100.0%
GBPUSD21.6%57.4%21.1%0.0100.0%
NZDUSD16.2%66.5%17.3%0.0100.0%
USDCAD17.1%66.5%16.3%0.0100.0%
USDCHF13.3%74.6%12.2%0.0100.0%
USDJPY25.7%51.6%22.7%0.0100.0%
XAGUSD15.7%67.3%17.0%-0.5100.0%
XAUUSD26.2%49.5%24.3%0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price


Market Order Execution Speed

Time in MillisecondsFill Rate
< 5083.1%
< 10092.5%
< 25099.3%
< 50099.9%
< 1000100.0%
Average execution speed40 milliseconds

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD75.9%24.1%0.7-0.2
EURGBP53.2%46.8%0.60.1
EURJPY60.8%39.2%0.70.1
EURUSD62.6%37.4%0.80.1
GBPJPY25.2%74.8%0.70.5
GBPUSD65.8%34.2%0.9-0.1
NZDUSD60.3%39.7%0.70.0
USDCAD66.1%33.9%3.40.7
USDCHF55.5%44.5%0.70.1
USDJPY60.2%39.8%0.80.1
XAGUSD25.3%74.7%47.834.4
XAUUSD28.6%71.4%20.113.6

* 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 PairPrice ImprovementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD17.8%82.2%0.30.1
EURGBP18.3%81.7%0.30.1
EURJPY24.3%75.7%0.20.1
EURUSD15.0%85.0%0.40.1
GBPJPY39.3%60.8%0.30.1
GBPUSD33.4%66.6%0.30.1
NZDUSD22.5%77.5%0.20.0
USDCAD23.7%76.3%0.80.2
USDCHF22.5%77.5%0.20.0
USDJPY24.3%75.7%0.30.1
XAGUSD48.5%51.5%15.37.4
XAUUSD49.9%50.1%9.94.9

* 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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (PIPS)*Average Improvement (PIPS)**Average Tolerance (PIPS)Fill Rate***
AUDUSD17.5%65.3%17.1%0.01.41.499.5%
EURGBP18.8%61.8%19.5%0.00.90.999.3%
EURJPY32.3%46.1%21.6%0.121.321.299.7%
EURUSD22.0%56.5%21.5%0.03.73.799.3%
GBPJPY42.2%36.1%21.6%0.22.11.999.4%
GBPUSD22.1%55.4%22.5%0.02.12.199.2%
NZDUSD17.9%64.5%17.5%0.00.70.798.4%
USDCAD20.5%60.1%19.3%0.02.52.598.5%
USDCHF20.2%60.0%19.8%0.01.11.099.3%
USDJPY22.6%56.7%20.7%0.04.24.299.5%
XAGUSD15.8%72.2%12.0%1.545.644.195.2%
XAUUSD27.2%47.7%25.1%0.218.217.999.1%

* 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 Pair0.0 PIPS*0.1 – 0.2 PIPS*0.3 – 0.6 PIPS*0.7 – 1.0 PIPS*> 1.1 PIPS*
AUDUSD0.00.10.50.878.8
EURGBP0.10.1-0.94.4
EURJPY0.1-0.51.021.6
EURUSD0.10.20.61.03.8
GBPJPY0.0---2.1
GBPUSD0.10.20.30.92.1
NZDUSD0.0--0.72.9
USDCAD0.10.20.51.12.6
USDCHF0.10.2-1.07.1
USDJPY0.00.20.61.04.4
0.0 PIPS*1-10 PIPS*11-25 PIPS*25-50 PIPS*> 51 PIPS*
XAGUSD0.01.018.6-1635.5
0.0 PIPS*1-10 PIPS*11-20 PIPS*21-30 PIPS*> 31 PIPS*
XAUUSD0.85.213.426.6101.4

* 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 Pair0.0 PIPS=< 0.2 PIPS=< 0.6 PIPS=< 1.0 PIPSALL
AUDUSD83.6%87.7%88.1%99.3%99.3%
EURGBP78.8%83.8%83.8%99.0%99.0%
EURJPY68.9%68.9%72.6%81.5%99.4%
EURUSD72.5%78.2%83.9%88.7%98.8%
GBPJPY100.0%100.0%100.0%100.0%99.4%
GBPUSD74.7%79.8%80.3%86.2%99.0%
NZDUSD81.3%81.3%81.3%98.1%98.1%
USDCAD71.4%80.4%88.5%90.8%98.3%
USDCHF100.0%80.0%80.0%99.3%99.3%
USDJPY75.0%90.1%91.0%92.8%98.9%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSALL
XAGUSD100.0%100.0%95.1%95.1%95.2%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSALL
XAUUSD74.1%90.8%98.6%98.6%98.7%


Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5086.8%
< 10095.4%
< 25099.3%
< 50099.8%
< 100099.9%
Average execution speed39 millseconds

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate*
AUDUSD14.6%71.0%14.4%0.0100.0%
EURGBP12.6%74.1%13.3%0.0100.0%
EURJPY33.7%47.2%19.1%0.1100.0%
EURUSD19.8%61.0%19.2%0.0100.0%
GBPJPY44.9%34.3%20.8%0.1100.0%
GBPUSD20.1%61.6%18.3%0.0100.0%
NZDUSD14.8%69.1%16.1%0.0100.0%
USDCAD17.2%66.8%16.0%0.0100.0%
USDCHF13.4%71.3%15.3%0.0100.0%
USDJPY19.0%62.6%18.3%0.0100.0%
XAGUSD14.1%70.8%15.0%-0.2100.0%
XAUUSD23.6%56.3%20.1%0.2100.0%

* Average improvement based on all market orders. Calculated from the indicative market price



Market Order Execution Speed

Time in MillisecondsFill Rate
< 5087.0%
< 10095.5%
< 25099.4%
< 50099.9%
< 1000100.0%
Average execution speed36 milliseconds

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD73.4%26.6%0.6-0.2
EURGBP61.2%38.8%0.50.0
EURJPY56.3%43.7%0.50.0
EURUSD55.6%44.4%0.80.2
GBPJPY21.4%78.6%0.90.7
GBPUSD61.4%38.6%1.30.1
NZDUSD63.0%37.0%1.10.1
USDCAD58.1%41.9%4.81.6
USDCHF63.6%36.4%0.60.0
USDJPY55.7%44.3%0.80.2
XAGUSD27.0%73.0%53.638.1
XAUUSD21.6%78.4%16.112.3

* 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 PairPrice improvementZero SlippageAverage Price Improvement (PIPS)*Average Net Price Improvement (PIPS)**
AUDUSD16.7%83.3%0.30.0
EURGBP13.9%86.1%0.20.0
EURJPY21.3%78.7%0.20.0
EURUSD13.4%86.6%0.40.0
GBPJPY38.6%61.4%0.30.1
GBPUSD32.8%67.2%0.20.1
NZDUSD24.0%76.0%0.60.1
USDCAD25.6%74.4%0.70.2
USDCHF20.2%79.8%0.20.0
USDJPY19.7%80.3%0.20.0
XAGUSD51.5%48.5%14.37.4
XAUUSD45.5%54.5%5.82.6

* 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

Limit IOC Order Statistics

Currency PairPrice improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD12.0%76.3%11.7%0.00.90.999.8%
EURGBP17.8%65.7%16.6%0.00.90.999.3%
EURJPY20.6%58.9%20.5%0.034.634.699.7%
EURUSD16.5%66.9%16.6%0.03.73.799.7%
GBPJPY26.1%50.3%23.6%0.01.61.599.0%
GBPUSD18.0%64.4%17.6%0.01.71.799.2%
NZDUSD12.1%76.8%11.1%0.00.70.799.5%
USDCAD17.3%66.6%16.1%0.01.81.799.1%
USDCHF15.2%71.2%13.6%0.01.01.099.7%
USDJPY19.4%61.3%19.3%0.04.94.999.2%
XAGUSD14.6%72.1%13.3%0.921.120.297.1%
XAUUSD25.9%48.7%25.5%0.220.820.598.8%

* 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 Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.00.1-0.851.7
EURGBP0.10.20.40.913.1
EURJPY0.00.10.61.034.9
EURUSD0.10.20.61.03.9
GBPJPY0.1--1.01.6
GBPUSD0.10.20.51.21.8
NZDUSD0.0--0.72.7
USDCAD0.10.10.60.91.8
USDCHF0.0--1.02.9
USDJPY0.10.20.61.05.1
  0.0 PIPS* 1 - 10 PIPS* 11 - 25 PIPS* 25- 50 PIPS* > 51 PIPS*
XAGUSD0.01.017.0-763.3
  0.0 PIPS* 1 - 10 PIPS* 11 - 20 PIPS* 21- 30 PIPS* > 31 PIPS*
XAUUSD0.84.913.024.0651.0

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD85.9%88.7%88.7%99.6%99.5%
EURGBP75.9%83.1%85.0%98.8%98.9%
EURJPY58.3%60.5%66.0%69.6%99.3%
EURUSD75.9%79.8%85.1%90.0%99.1%
GBPJPY81.5%81.5%81.5%85.3%98.9%
GBPUSD81.3%84.4%84.6%87.4%99.0%
NZDUSD85.7%85.7%85.7%99.3%99.3%
USDCAD79.4%82.6%84.3%91.6%99.0%
USDCHF75.0%75.0%75.0%99.6%99.6%
USDJPY78.4%88.1%88.2%90.4%98.6%
  0.0 PIPS  =< 10 PIPS  =< 25 PIPS  =< 50 PIPS  All
XAGUSD100.0%100.0%97.0%97.0%97.1%
  0.0 PIPS  =< 10 PIPS  =< 20 PIPS  =< 30 PIPS  All
XAUUSD71.6%87.9%98.5%98.5%98.5%


Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5089.8%
< 10096.7%
< 25099.4%
< 50099.8%
< 1000100.0%
Average execution speed 32 milliseconds


Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD10.9%76.4%12.6%0.0100.0%
EURGBP15.5%69.3%15.2%0.0100.0%
EURJPY20.1%62.1%17.8%0.0100.0%
EURUSD15.5%68.3%16.2%0.0100.0%
GBPJPY24.2%48.6%27.3%0.0100.0%
GBPUSD14.8%69.5%15.8%0.0100.0%
NZDUSD9.7%80.7%9.6%0.0100.0%
USDCAD15.3%69.8%14.8%0.0100.0%
USDCHF10.7%73.6%15.7%0.0100.0%
USDJPY18.8%60.9%20.3%0.0100.0%
XAGUSD16.1%63.0%20.9%-0.4100.0%
XAUUSD21.8%56.4%21.7%0.1100.0%

* Average improvement based on all market orders. Calculated from the indicative market price



Market Order Execution Speed

Time in MillisecondsFill Rate
< 5088.3%
< 10095.5%
< 25099.4%
< 50099.8%
< 1000100.0%
Average execution speed 33 milliseconds


Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD61.6%38.4%1.10.1
EURGBP54.2%45.8%0.80.2
EURJPY66.0%34.0%0.5-0.1
EURUSD53.3%46.7%0.60.1
GBPJPY20.2%79.8%1.10.9
GBPUSD41.5%58.5%1.20.5
NZDUSD68.9%31.1%0.7-0.1
USDCAD53.0%47.0%2.00.7
USDCHF68.2%31.8%1.30.1
USDJPY50.6%49.4%0.60.2
XAGUSD39.4%60.6%21.611.9
XAUUSD29.2%70.8%15.010.0

* 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 PairPrice improvementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD19.1%80.9%0.50.1
EURGBP21.6%78.4%0.30.1
EURJPY20.7%79.3%0.20.0
EURUSD14.2%85.8%0.30.0
GBPJPY42.5%57.5%0.30.1
GBPUSD39.4%60.6%0.30.1
NZDUSD18.6%81.4%0.30.1
USDCAD30.0%70.0%0.60.2
USDCHF21.2%78.8%0.30.1
USDJPY18.5%81.5%0.40.1
XAGUSD49.4%50.6%7.73.8
XAUUSD44.4%55.6%4.72.1

* 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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD12.5%74.8%12.7%0.01.21.199.5%
EURGBP17.9%65.6%16.6%0.00.90.999.2%
EURJPY24.3%54.6%21.1%0.021.221.299.8%
EURUSD17.8%64.4%17.8%0.02.12.199.8%
GBPJPY24.7%50.6%24.7%0.01.81.899.3%
GBPUSD19.3%62.4%18.3%0.02.02.098.9%
NZDUSD13.5%74.8%11.6%0.01.11.199.4%
USDCAD15.3%70.4%14.4%0.01.51.599.7%
USDCHF15.5%70.6%13.9%0.01.11.199.9%
USDJPY19.2%61.5%19.3%0.06.66.699.8%
XAGUSD15.4%71.5%13.0%0.845.044.296.1%
XAUUSD27.3%45.1%27.6%0.114.914.899.3%

* 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 Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.00.10.50.840.3
EURGBP0.20.10.30.95.7
EURJPY0.10.20.41.121.5
EURUSD0.10.20.61.02.2
GBPJPY0.10.51.01.8
GBPUSD0.10.20.61.02.1
NZDUSD0.00.7112.9
USDCAD0.10.10.61.01.5
USDCHF0.11.03.2
USDJPY0.00.20.61.07.0
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD4.717.7731.6
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD0.95.113.1488.8

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD75.4%85.2%90.1%99.3%99.3%
EURGBP70.4%79.2%79.5%98.4%98.4%
EURJPY54.5%69.5%71.6%72.5%99.3%
EURUSD76.8%81.0%86.2%90.0%99.3%
GBPJPY67.9%67.9%71.9%72.7%99.1%
GBPUSD77.5%84.6%85.7%89.8%98.6%
NZDUSD83.1%83.1%83.1%99.1%99.1%
USDCAD90.6%91.5%94.8%97.0%99.6%
USDCHF62.5%62.5%62.5%99.8%99.8%
USDJPY80.8%90.5%90.9%93.9%99.3%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD100.0%96.0%96.0%96.1%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD74.9%86.5%98.9%98.9%98.9%


Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5088.2%
< 10096.0%
< 25099.5%
< 50099.9%
< 1000100.0%
Average execution speed34 milliseconds


Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement *Fill Rate
AUDUSD14.7%72.2%13.2%0.0100.0%
EURGBP18.1%64.0%17.9%0.0100.0%
EURJPY26.1%49.1%24.8%0.0100.0%
EURUSD17.9%63.8%18.3%0.0100.0%
GBPJPY28.3%38.5%33.2%-0.1100.0%
GBPUSD18.5%62.1%19.4%0.0100.0%
NZDUSD10.9%76.7%12.4%0.0100.0%
USDCAD13.4%72.2%14.4%0.0100.0%
USDCHF10.6%70.8%18.5%0.0100.0%
USDJPY21.5%56.4%22.1%0.0100.0%
XAGUSD17.7%58.2%24.1%-3.1100.0%
XAUUSD26.3%46.7%27.0%0.0100.0%

* Average improvement based on all market orders. Calculated from the indicative market price 



Market Order Execution Speed

Time in MillisecondsFill Rate
< 5084.4%
< 10094.3%
< 25099.5%
< 50099.9%
< 100099.9%
Average execution speed37 milliseconds


Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD59.5%40.5%0.6‐0.3
EURGBP53.6%46.4%1.00.0
EURJPY57.4%42.6%0.60.0
EURUSD48.4%51.6%0.70.1
GBPJPY24.3%75.7%1.10.7
GBPUSD43.0%57.0%1.40.3
NZDUSD59.9%40.1%0.6‐0.2
USDCAD55.1%44.9%1.1-0.1
USDCHF66.2%33.8%0.90.0
USDJPY46.2%53.8%0.60.0
XAGUSD26.6%73.4%35.724.2
XAUUSD34.5%65.5%16.48.4

* 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 PairPrice improvementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD43.7%56.3%0.60.3
EURGBP50.0%50.0%0.40.2
EURJPY45.1%54.9%0.30.1
EURUSD36.5%63.5%0.50.2
GBPJPY43.9%56.1%0.40.2
GBPUSD58.7%41.3%0.80.5
NZDUSD45.4%54.6%0.60.3
USDCAD43.5%56.5%0.60.3
USDCHF45.8%54.2%0.50.2
USDJPY36.5%63.5%0.40.2
XAGUSD57.7%42.3%9.35.4

* 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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD15.1%71.0%13.9%0.01.31.399.6%
EURGBP17.6%66.8%15.7%0.01.00.999.5%
EURJPY23.1%54.6%22.3%0.023.623.699.8%
EURUSD19.3%61.9%18.8%0.03.03.099.6%
GBPJPY24.2%50.7%25.0%0.01.81.899.1%
GBPUSD18.6%64.1%17.3%0.01.91.999.5%
NZDUSD15.0%71.2%13.8%0.00.80.898.7%
USDCAD17.1%66.0%16.9%0.01.91.999.4%
USDCHF17.4%66.9%15.7%0.01.01.099.8%
USDJPY19.1%61.6%19.3%0.06.86.899.7%
XAGUSD16.3%70.5%13.2%1.121.320.297.2%
XAUUSD26.7%46.6%26.7%0.114.514.499.3%

* 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 Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.10.50.823.3
EURGBP0.20.2-0.912.2
EURJPY0.10.10.31.024.2
EURUSD0.10.20.61.03.2
GBPJPY0.0-0.51.11.8
GBPUSD0.00.20.61.01.9
NZDUSD0.0--0.714.1
USDCAD0.0-0.51.01.9
USDCHF0.0-0.51.03.7
USDJPY0.10.20.61.07.0
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD-2.018.1-170.3
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD0.73.813.125.4350.3

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD78.6%85.2%94.4%99.4%99.4%
EURGBP65.6%71.7%71.7%98.0%98.0%
EURJPY72.4%80.7%80.9%83.5%99.3%
EURUSD78.3%83.9%89.8%91.8%99.2%
GBPJPY40.0%40.0%76.9%90.0%99.0%
GBPUSD72.6%78.9%79.6%86.3%99.2%
NZDUSD80.2%80.2%80.2%98.2%98.3%
USDCAD89.0%89.0%89.1%94.0%99.3%
USDCHF81.8%81.8%84.6%99.7%99.7%
USDJPY66.8%84.2%86.1%89.3%99.2%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD-100.0%97.1%97.1%97.2%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD77.6%89.6%98.9%98.9%98.9%


Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5088.6%
< 10096.5%
< 25099.6%
< 50099.9%
< 1000100.0%
Average execution speed33 milliseconds


Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD40.8%59.2%0.70.3
EURGBP50.0%50.0%0.70.2
EURJPY54.5%45.5%0.60.1
EURUSD41.7%58.3%0.70.3
GBPJPY41.8%58.2%3.81.9
GBPUSD30.8%69.2%1.30.8
NZDUSD39.9%60.1%1.00.4
USDCAD39.1%60.9%2.91.6
USDCHF40.6%59.4%1.00.4
USDJPY36.1%63.9%0.80.4
XAGUSD40.9%59.1%30.411.0
XAUUSD31.4%68.6%13.18.0

* 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 PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD76.5%23.5%0.50.4
EURGBP69.3%30.7%0.40.3
EURJPY69.4%30.6%0.40.3
EURUSD61.3%38.7%0.40.2
GBPJPY66.3%33.7%0.60.4
GBPUSD77.8%22.2%0.70.6
NZDUSD77.4%22.6%0.50.4
USDCAD63.5%36.5%1.00.6
USDCHF71.8%28.2%0.40.3
USDJPY64.5%35.5%0.40.3
XAGUSD72.2%27.8%15.411.1
XAUUSD51.9%48.1%5.22.7

* 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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD18.8%64.8%16.4%0.00.90.998.7%
EURGBP21.9%57.6%20.4%0.01.11.199.0%
EURJPY25.8%48.7%25.5%0.030.430.499.5%
EURUSD22.8%55.4%21.8%0.03.93.999.0%
GBPJPY26.7%45.5%27.8%0.02.42.499.1%
GBPUSD21.0%57.9%21.2%0.02.32.399.0%
NZDUSD16.9%66.2%16.9%0.00.70.798.6%
USDCAD19.5%61.3%19.2%0.03.83.898.1%
USDCHF18.6%65.2%16.2%0.01.11.099.2%
USDJPY22.3%54.5%23.2%0.07.57.599.4%
XAGUSD19.6%64.3%16.0%1.121.720.696.0%
XAUUSD30.5%40.9%28.5%0.413.212.898.6%

* 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 Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.20.50.88.8
EURGBP0.20.1-0.98.5
EURJPY0.10.30.61.030.8
EURUSD0.10.20.61.04.1
GBPJPY0.0-0.40.92.5
GBPUSD0.10.20.41.02.3
NZDUSD0.0--0.75.6
USDCAD0.0--1.03.8
USDCHF0.00.2-1.02.8
USDJPY0.10.30.61.07.7
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD1.74.118.7-218.8
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD1.04.113.429.393.0

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD77.6%82.2%86.1%98.4%98.4%
EURGBP69.7%70.6%70.6%97.6%97.7%
EURJPY80.0%80.6%88.2%89.5%99.3%
EURUSD71.2%77.9%85.0%86.6%98.4%
GBPJPY100.0%100.0%100.0%94.7%99.1%
GBPUSD62.3%80.5%83.0%85.9%98.7%
NZDUSD100.0%100.0%100.0%98.6%98.6%
USDCAD55.6%55.6%55.6%94.7%98.0%
USDCHF92.3%95.2%95.2%99.2%99.2%
USDJPY69.6%79.5%82.9%87.0%98.8%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD75.0%86.7%95.7%95.7%95.8%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD80.5%89.9%98.3%98.3%98.3%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5090.5%
< 10096.6%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed30 milliseconds

 

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD60.7%39.3%0.40.2
EURGBP56.2%43.8%0.50.2
EURJPY48.8%51.2%0.50.2
EURUSD55.2%44.8%0.80.3
GBPJPY42.7%57.3%0.70.4
GBPUSD45.6%54.4%0.70.4
NZDUSD47.9%52.1%0.40.2
USDCAD44.4%55.6%3.31.8
USDCHF46.7%53.3%0.60.3
USDJPY57.8%42.2%0.70.3
XAGUSD28.0%72.0%17.011.7
XAUUSD42.5%57.5%15.18.0

* 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 PairPrice improvementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD23.0%77.0%0.30.1
EURGBP25.9%74.1%0.40.1
EURJPY29.8%70.2%0.50.2
EURUSD27.5%72.5%0.60.2
GBPJPY45.9%54.1%0.60.3
GBPUSD39.3%60.7%0.50.2
NZDUSD31.0%69.0%0.30.1
USDCAD42.8%57.2%1.30.6
USDCHF39.0%61.0%0.40.2
USDJPY27.0%73.0%0.60.2
XAGUSD68.5%31.5%9.26.3
XAUUSD51.4%48.6%12.86.6

* 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.

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD14.9%70.4%14.7%0.00.90.999.2%
EURGBP17.9%63.6%18.5%0.01.21.299.5%
EURJPY25.2%48.2%26.6%0.022.722.799.6%
EURUSD21.3%57.4%21.3%0.02.92.999.2%
GBPJPY25.5%48.9%25.6%0.01.81.899.5%
GBPUSD17.8%64.1%18.1%0.01.81.899.5%
NZDUSD17.3%68.6%14.1%0.00.70.798.9%
USDCAD19.6%61.0%19.4%0.04.14.099.4%
USDCHF16.1%68.0%15.9%0.01.11.199.3%
USDJPY21.2%57.4%21.4%0.05.45.499.5%
XAGUSD20.3%64.9%14.8%1.920.218.394.5%
XAUUSD28.7%42.7%28.6%0.214.414.298.6%

* 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 Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.00.20.50.814.0
EURGBP0.0--0.913.3
EURJPY0.10.10.51.023.2
EURUSD0.10.20.61.03.0
GBPJPY0.0--1.01.8
GBPUSD0.10.20.41.01.9
NZDUSD0.0--0.77.9
USDCAD0.00.20.31.04.1
USDCHF0.00.2-1.03.6
USDJPY0.10.20.50.95.5
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD2.55.618.9-253.4
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD0.73.813.227.0266.8

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD82.9%88.7%89.3%98.9%98.9%
EURGBP65.1%65.1%65.1%98.8%98.9%
EURJPY71.7%72.9%74.4%77.6%98.7%
EURUSD74.5%80.3%85.1%86.0%98.7%
GBPJPY100.0%100.0%100.0%100.0%99.5%
GBPUSD61.4%75.2%78.6%80.3%98.9%
NZDUSD76.5%76.5%76.5%98.7%98.7%
USDCAD61.5%58.8%74.1%90.9%99.3%
USDCHF73.7%84.2%84.2%99.0%99.1%
USDJPY66.4%76.6%78.4%80.5%98.7%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD100.0%90.4%94.4%94.4%94.4%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD72.6%85.8%98.3%98.3%98.3%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5091.3%
< 10096.9%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed28 milliseconds

 

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD60.0%40.0%0.50.2
EURGBP64.7%35.3%0.40.2
EURJPY55.1%44.9%0.70.3
EURUSD58.6%41.4%0.70.3
GBPJPY44.9%55.1%1.10.6
GBPUSD47.7%52.3%0.90.5
NZDUSD51.2%48.8%0.90.5
USDCAD50.1%49.9%0.70.3
USDCHF50.2%49.8%0.40.2
USDJPY56.1%43.9%0.80.3
XAGUSD34.5%65.5%22.313.0
XAUUSD35.4%64.6%31.320.2

* 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 PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD29.5%70.5%0.30.1
EURGBP32.7%67.3%0.30.1
EURJPY38.5%61.5%0.50.2
EURUSD34.7%65.3%0.60.2
GBPJPY51.4%48.6%0.70.3
GBPUSD47.6%52.4%0.50.2
NZDUSD35.0%65.0%0.30.1
USDCAD40.4%59.6%0.40.1
USDCHF44.1%55.9%0.40.2
USDJPY32.3%67.7%0.60.2
XAGUSD70.8%29.2%17.812.6
XAUUSD60.2%39.8%27.416.5

* 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.

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD16.0%68.4%15.7%0.01.11.199.1%
EURGBP17.7%63.6%18.7%0.01.01.098.9%
EURJPY27.2%44.5%28.3%0.026.626.698.7%
EURUSD21.6%56.8%21.6%0.03.13.199.1%
GBPJPY27.0%46.0%27.0%0.02.62.699.1%
GBPUSD19.1%61.4%19.5%0.01.51.599.7%
NZDUSD16.7%67.6%15.7%0.00.90.998.1%
USDCAD19.5%61.1%19.4%0.04.34.399.2%
USDCHF18.9%63.9%17.3%0.01.01.099.6%
USDJPY20.9%58.2%20.9%0.03.33.399.6%
XAGUSD16.1%70.6%13.4%1.318.517.295.7%
XAUUSD25.5%50.1%24.4%0.227.727.599.1%

* 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 Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.00.20.40.819.4
EURGBP0.0--0.97.2
EURJPY0.10.20.51.126.6
EURUSD0.10.20.61.03.2
GBPJPY0.0-0.51.12.6
GBPUSD0.10.20.30.91.5
NZDUSD0.0--0.721.3
USDCAD0.10.20.41.04.4
USDCHF0.10.2-1.02.9
USDJPY0.10.20.61.03.4
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD0.08.317.437.8209.5
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD0.67.712.424.41064.0

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD72.2%86.8%89.4%98.8%98.8%
EURGBP79.6%79.6%79.6%98.6%98.6%
EURJPY69.1%70.9%72.4%72.2%98.3%
EURUSD73.1%77.8%81.4%83.8%98.6%
GBPJPY75.0%75.0%83.3%92.9%99.1%
GBPUSD62.8%82.5%84.9%86.9%99.1%
NZDUSD60.0%60.0%60.0%97.7%97.7%
USDCAD65.7%67.7%70.7%82.4%98.9%
USDCHF57.1%85.2%85.2%99.5%99.5%
USDJPY71.2%81.3%82.4%86.7%99.1%
0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD100.0%85.0%95.7%95.7%95.7%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD89.0%91.0%98.9%98.9%98.9%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5090.6%
< 10096.5%
< 25099.5%
< 50099.9%
< 100099.9%
Average execution speed29 milliseconds

 

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD74.7%25.2%0.40.1
EURGBP73.7%26.3%0.40.1
EURJPY76.2%23.8%0.50.1
EURUSD78.7%21.2%0.70.1
GBPJPY58.5%41.5%0.30.1
GBPUSD60.8%39.2%1.00.4
NZDUSD71.6%28.4%0.50.1
USDCAD70.0%30.0%0.70.2
USDCHF72.9%27.1%0.40.1
USDJPY78.9%21.1%0.70.1
XAGUSD30.6%69.4%40.728.3
XAUUSD50.4%49.6%12.06.0

* 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 PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD24.6%75.4%0.30.1
EURGBP22.8%77.2%0.30.1
EURJPY23.2%76.8%0.40.1
EURUSD22.4%77.6%0.80.2
GBPJPY37.8%62.2%0.30.1
GBPUSD38.2%61.8%0.60.2
NZDUSD26.9%73.1%1.80.5
USDCAD29.6%70.4%0.30.1
USDCHF22.7%77.3%0.90.2
USDJPY23.8%76.2%0.70.2
XAGUSD61.6%38.4%77.447.6
XAUUSD48.6%51.4%14.87.2

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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD15.4%69.8%14.8%0.00.90.999.6%
EURGBP19.3%60.6%20.1%0.02.82.898.8%
EURJPY26.1%48.1%25.8%0.030.330.399.3%
EURUSD20.8%59.1%20.1%0.03.53.599.3%
GBPJPY28.3%44.0%27.7%0.03.23.298.7%
GBPUSD22.3%56.1%21.6%0.01.61.698.7%
NZDUSD13.4%73.3%13.3%0.00.80.899.1%
USDCAD17.1%66.4%16.4%0.01.71.799.6%
USDCHF16.0%68.0%16.0%0.01.01.099.5%
USDJPY20.6%58.1%21.4%0.03.53.599.5%
XAGUSD16.9%70.1%13.0%1.423.522.196.1%
XAUUSD25.9%49.3%24.8%0.319.819.598.8%

* 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 Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.20.50.86.4
EURGBP0.1--0.956.0
EURJPY0.10.30.50.930.8
EURUSD0.10.20.61.03.6
GBPJPY0.1-0.71.03.3
GBPUSD0.10.40.41.01.7
NZDUSD0.0--0.744.3
USDCAD0.1--0.91.7
USDCHF0.00.2-1.02.6
USDJPY0.10.20.61.03.6
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD1.910.918.5-552.6
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD1.36.213.125.5748.6

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD67.9%79.2%80.8%98.9%98.9%
EURGBP79.3%79.3%79.3%98.6%98.6%
EURJPY75.9%77.7%78.0%80.9%98.9%
EURUSD71.4%77.2%80.3%82.9%98.6%
GBPJPY100.0%100.0%100.0%98.8%98.7%
GBPUSD66.7%81.1%83.7%85.4%97.8%
NZDUSD79.3%79.3%79.3%99.0%99.0%
USDCAD85.7%85.7%85.7%97.7%99.6%
USDCHF84.6%92.5%92.5%99.4%99.2%
USDJPY72.4%81.9%83.6%87.7%99.0%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD82.4%83.1%95.6%95.6%95.7%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD71.8%87.1%98.6%98.6%98.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5092.2%
< 10097.3%
< 25099.6%
< 50099.9%
< 1000100.0%
Average execution speed27 milliseconds

 

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD80.1%19.9%0.40.1
EURGBP66.6%33.4%13.74.6
EURJPY79.7%20.3%0.30.1
EURUSD78.5%21.5%0.40.1
GBPJPY63.1%36.9%7.02.6
GBPUSD59.4%40.6%10.94.4
NZDUSD75.6%24.4%2.20.5
USDCAD71.1%28.9%0.40.1
USDCHF78.5%21.5%0.20.0
USDJPY82.9%17.1%0.50.1
XAGUSD18.3%81.5%23.719.1
XAUUSD49.3%50.7%12.06.1

* 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 PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD28.1%71.9%1.00.3
EURGBP31.7%68.3%9.02.9
EURJPY21.3%78.7%1.30.3
EURUSD23.3%76.7%0.80.2
GBPJPY40.0%60.0%12.24.9
GBPUSD41.8%58.2%9.23.8
NZDUSD25.1%74.9%1.50.4
USDCAD28.6%71.4%0.90.2
USDCHF25.1%74.9%0.50.1
USDJPY20.3%79.7%1.10.2
XAGUSD70.2%29.8%41.529.1
XAUUSD49.4%50.6%12.05.9

* 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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD14.9%71.4%13.7%0.01.01.099.4%
EURGBP18.4%62.9%18.7%0.00.90.999.5%
EURJPY24.0%51.1%24.9%0.046.546.599.6%
EURUSD18.4%63.4%18.2%0.05.45.499.7%
GBPJPY24.6%50.3%25.1%0.03.33.399.0%
GBPUSD19.9%60.1%20.1%0.01.41.499.3%
NZDUSD12.2%75.0%12.8%0.01.01.099.3%
USDCAD17.7%64.5%17.8%0.01.51.599.7%
USDCHF13.5%72.4%14.2%0.01.11.199.7%
USDJPY20.1%58.7%21.2%0.04.74.799.6%
XAGUSD15.5%72.5%12.1%1.522.020.595.2%
XAUUSD26.2%47.8%26.0%0.219.919.798.9%

* 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 Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.00.10.50.718.5
EURGBP0.0-0.40.93.2
EURJPY0.10.10.40.947.0
EURUSD0.10.20.61.05.5
GBPJPY0.0-0.41.13.4
GBPUSD0.10.20.50.91.5
NZDUSD0.1--0.748.6
USDCAD0.0-0.71.01.5
USDCHF0.00.2-1.05.9
USDJPY0.10.20.60.94.9
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD2.45.818.152.0350.5
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD0.54.612.724.9833.8

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD83.5%86.8%88.7%99.1%99.2%
EURGBP76.9%76.9%77.8%99.3%99.5%
EURJPY78.5%82.4%89.4%90.1%99.6%
EURUSD71.8%77.1%83.4%85.7%99.6%
GBPJPY91.7%91.7%97.8%98.5%99.1%
GBPUSD77.3%86.9%91.4%92.1%99.2%
NZDUSD81.0%81.0%81.0%99.2%99.3%
USDCAD77.8%77.8%78.9%95.3%99.7%
USDCHF72.0%73.1%73.1%99.6%99.7%
USDJPY66.8%74.5%78.0%83.5%99.4%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD97.1%88.5%95.8%95.9%96.0%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD82.9%93.0%98.8%98.8%98.9%

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5090.3%
< 10096.7%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed29 milliseconds

Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD75.7%24.3%0.40.1
EURGBP79.3%20.7%0.30.1
EURJPY80.5%19.5%0.30.1
EURUSD83.1%16.9%0.70.1
GBPJPY58.1%41.9%0.40.1
GBPUSD71.3%28.7%0.40.1
NZDUSD70.4%29.6%2.40.7
USDCAD76.8%23.2%0.20.1
USDCHF81.8%18.2%0.20.0
USDJPY85.2%14.8%0.40.1
XAGUSD29.1%70.3%23.116.1
XAUUSD46.3%53.6%11.36.1

* 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 PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD24.1%75.9%0.20.1
EURGBP17.8%82.2%0.20.0
EURJPY18.7%81.3%0.20.0
EURUSD18.8%81.2%0.20.0
GBPJPY35.6%64.4%0.40.1
GBPUSD34.6%65.4%0.40.1
NZDUSD25.7%74.3%0.30.1
USDCAD21.5%78.5%0.20.0
USDCHF21.4%78.6%0.20.1
USDJPY17.3%82.7%0.30.1
XAGUSD61.0%39.0%33.020.1
XAUUSD48.3%51.7%12.15.8

* 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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD14.3%72.4%13.3%0.01.01.099.5%
EURGBP19.5%61.4%19.1%0.00.90.999.3%
EURJPY24.9%50.3%24.8%0.01.41.499.1%
EURUSD18.2%64.0%17.9%0.01.41.399.3%
GBPJPY26.5%47.3%26.2%0.02.12.199.1%
GBPUSD20.2%59.8%20.0%0.01.31.399.0%
NZDUSD13.3%75.8%10.8%0.00.70.799.8%
USDCAD17.1%65.7%17.2%0.01.51.599.5%
USDCHF13.8%69.7%16.5%0.01.11.199.6%
USDJPY21.5%56.2%22.3%0.02.32.399.4%
XAGUSD16.7%70.8%12.5%1.719.317.695.8%
XAUUSD28.9%44.3%26.8%0.427.427.098.5%

* 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 Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.00.20.50.84.1
EURGBP0.00.10.50.91.4
EURJPY0.10.10.60.91.5
EURUSD0.10.20.60.91.5
GBPJPY0.10.00.41.02.2
GBPUSD0.20.20.61.01.4
NZDUSD0.00.20.50.81.2
USDCAD0.00.40.61.01.5
USDCHF-0.20.51.01.7
USDJPY0.00.20.60.92.5
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD5.910.219.5-142.0
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD1.26.013.325.0912.0

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD86.2%79.4%93.3%98.6%98.8%
EURGBP66.7%75.8%91.9%98.3%98.6%
EURJPY68.6%71.3%72.0%96.1%99.0%
EURUSD73.3%70.0%82.3%92.5%98.5%
GBPJPY68.2%69.6%78.4%94.4%99.0%
GBPUSD72.7%79.8%85.6%94.5%98.6%
NZDUSD91.7%92.9%97.5%99.3%99.5%
USDCAD70.4%72.4%81.4%98.0%99.5%
USDCHF0.0%75.0%95.6%99.1%99.3%
USDJPY69.1%70.5%78.1%91.6%99.1%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD70.8%76.1%94.9%94.9%95.2%
0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD85.7%88.2%98.4%98.4%98.5%



Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5088.5%
< 10095.3%
< 25099.6%
< 50099.9%
< 1000100.0%
Average execution speed32



Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD78.7%21.3%0.50.1
EURGBP77.9%22.1%0.30.1
EURJPY78.5%21.5%0.20.0
EURUSD79.9%20.1%0.30.1
GBPJPY65.1%34.9%0.30.1
GBPUSD65.5%34.5%0.30.1
NZDUSD77.5%22.5%0.30.1
USDCAD69.4%30.6%0.40.1
USDCHF77.4%22.6%0.70.2
USDJPY83.3%16.7%0.60.1
XAGUSD47.0%53.0%52.828.0
XAUUSD49.1%50.9%34.417.5

* 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 PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD29.4%70.6%0.70.2
EURGBP26.0%74.0%1.00.2
EURJPY25.0%75.0%4.91.2
EURUSD22.5%77.5%1.80.4
GBPJPY34.3%65.7%2.81.0
GBPUSD34.6%65.4%0.60.2
NZDUSD28.7%71.3%0.40.1
USDCAD27.2%72.8%0.90.3
USDCHF21.6%78.4%1.90.4
USDJPY21.5%78.5%1.30.3
XAGUSD67.0%33.0%43.329.0
XAUUSD53.8%46.2%17.39.3

* 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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD18.1%64.9%17.0%0.01.11.199.1%
EURGBP20.4%58.9%20.7%0.00.90.999.3%
EURJPY24.3%51.0%24.7%0.01.51.599.5%
EURUSD19.6%61.5%18.9%0.01.31.399.4%
GBPJPY27.1%47.1%25.8%0.01.71.798.8%
GBPUSD23.1%55.7%21.2%0.01.61.699.0%
NZDUSD15.9%68.6%15.6%0.00.70.798.8%
USDCAD17.7%64.6%17.7%0.01.41.499.6%
USDCHF15.7%69.8%14.5%0.01.21.299.7%
USDJPY23.0%54.5%22.4%0.01.61.699.3%
XAGUSD18.6%67.5%13.8%1.821.820.095.7%
XAUUSD29.0%43.5%27.6%0.316.316.098.5%

* 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 Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.20.50.822.9
EURGBP0.10.1-0.96.1
EURJPY0.00.4-1.01.5
EURUSD0.10.20.61.01.3
GBPJPY0.1-0.60.81.7
GBPUSD0.10.20.71.11.7
NZDUSD0.00.1-0.72.1
USDCAD0.1--1.01.4
USDCHF0.00.2-1.03.1
USDJPY0.10.20.61.01.7
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD4.59.319.4-1135.4
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD1.25.512.622.8374.4

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD73.5%76.5%78.0%98.1%99.0%
EURGBP72.6%73.0%73.0%98.7%99.3%
EURJPY84.6%81.3%81.3%92.5%99.5%
EURUSD75.3%77.7%79.7%85.1%99.2%
GBPJPY92.3%92.3%96.6%96.9%98.8%
GBPUSD68.9%77.4%82.2%83.3%98.5%
NZDUSD70.7%73.5%73.5%98.5%98.8%
USDCAD71.2%71.2%71.2%75.8%99.6%
USDCHF85.7%93.8%93.8%99.6%99.7%
USDJPY62.3%67.2%73.1%78.8%99.0%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD79.5%81.4%95.5%95.5%95.7%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD79.2%82.1%98.3%98.3%98.5%



Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD78.2%21.8%0.60.1
EURGBP74.0%26.0%0.60.2
EURJPY76.8%23.2%2.50.6
EURUSD79.1%20.9%0.50.1
GBPJPY63.7%36.3%0.60.2
GBPUSD64.2%35.8%0.40.1
NZDUSD72.3%27.7%1.30.4
USDCAD74.5%25.5%0.50.1
USDCHF77.9%22.1%0.30.1
USDJPY83.1%16.9%0.60.1
XAGUSD53.9%45.9%45.320.3
XAUUSD47.8%52.2%14.67.6

* 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 PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD23.5%76.5%0.30.1
EURGBP22.2%77.8%0.30.1
EURJPY18.4%81.6%0.30.1
EURUSD19.6%80.4%0.30.1
GBPJPY33.3%66.7%0.30.1
GBPUSD34.2%65.8%0.30.1
NZDUSD24.9%75.1%0.20.1
USDCAD20.0%80.0%0.30.1
USDCHF20.0%80.0%0.40.1
USDJPY16.8%83.2%0.50.1
XAGUSD60.0%40.0%31.418.8
XAUUSD50.5%49.5%10.55.3

* 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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD18.5%63.1%18.4%0.00.80.899.3%
EURGBP22.6%56.1%21.3%0.00.90.998.7%
EURJPY25.0%49.0%26.0%0.01.31.399.7%
EURUSD19.8%60.3%19.8%0.01.21.299.5%
GBPJPY29.7%39.9%30.4%0.01.81.898.6%
GBPUSD23.7%52.8%23.5%0.01.41.498.6%
NZDUSD16.5%66.7%16.8%0.00.70.798.7%
USDCAD18.5%62.5%19.0%0.01.41.499.7%
USDCHF16.9%66.3%16.8%0.01.01.099.5%
USDJPY23.1%53.0%23.9%0.01.51.599.1%
XAGUSD16.4%70.7%12.9%0.725.524.896.8%
XAUUSD28.7%43.1%28.2%0.112.612.698.3%

* 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 Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.10.10.40.842.2
EURGBP0.1--0.95.7
EURJPY0.1--1.11.3
EURUSD0.10.20.51.01.3
GBPJPY0.00.40.71.01.8
GBPUSD0.10.20.71.01.4
NZDUSD0.1--0.72.9
USDCAD0.0--1.01.4
USDCHF0.10.2-1.03.9
USDJPY0.10.20.51.01.6
 0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD1.73.418.535.05451.8
 0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD0.74.312.323.860.3

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD77.5%80.5%81.1%98.6%99.1%
EURGBP84.3%84.3%84.3%98.6%98.8%
EURJPY38.5%38.5%38.5%52.9%99.7%
EURUSD67.6%73.2%75.9%90.2%99.3%
GBPJPY81.8%83.8%84.6%93.4%98.6%
GBPUSD68.6%76.9%77.2%78.8%98.3%
NZDUSD90.0%90.0%90.0%98.6%98.7%
USDCAD85.7%85.7%85.7%98.9%99.7%
USDCHF85.7%90.9%90.9%99.5%99.5%
USDJPY75.6%77.0%79.4%87.3%98.9%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD82.8%83.8%96.6%96.6%96.9%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD78.6%82.8%98.1%98.1%98.2%


Resting Stop Order Statistics

Currency PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD79.2%20.8%0.30.1
EURGBP72.9%27.1%0.20.1
EURJPY79.7%20.3%0.20.0
EURUSD79.9%20.1%0.60.1
GBPJPY62.1%37.9%0.30.1
GBPUSD66.4%33.6%0.30.1
NZDUSD74.2%25.8%0.30.1
USDCAD69.6%30.4%1.80.5
USDCHF73.6%26.4%0.50.1
USDJPY80.1%19.9%0.50.1
XAGUSD62.8%37.2%37.714.1
XAUUSD47.7%52.3%34.017.8

* 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 PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD24.3%75.7%0.30.1
EURGBP27.3%72.7%0.40.1
EURJPY22.9%77.1%0.40.1
EURUSD24.3%75.7%0.40.1
GBPJPY39.8%60.2%0.40.2
GBPUSD34.6%65.4%0.40.1
NZDUSD24.2%75.8%0.40.1
USDCAD34.1%65.9%1.30.4
USDCHF37.5%62.5%0.30.1
USDJPY20.7%79.3%0.40.1
XAGUSD61.2%38.8%25.515.6
XAUUSD51.3%48.7%20.710.7

* 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

Limit IOC Order Statistics

Currency PairPrice Improvement*Zero Slippage*Negative Slippage*Average Net Slippage (pips)*Average Improvement (pips)**Average Tolerance (pips)Fill Rate***
AUDUSD25.7%51.0%23.3%0.01.41.499.2%
EURGBP27.7%46.9%25.5%0.00.90.997.6%
EURJPY28.5%41.1%30.4%0.01.31.399.1%
EURUSD26.7%48.0%25.3%0.01.31.298.7%
GBPJPY31.7%33.4%34.9%0.01.51.697.8%
GBPUSD25.6%47.3%27.2%0.01.21.297.8%
NZDUSD21.5%57.3%21.2%0.00.70.798.4%
USDCAD25.1%50.9%24.0%0.01.31.398.9%
USDCHF23.3%52.3%24.4%0.01.01.098.7%
USDJPY28.3%41.8%29.9%0.01.51.597.7%
XAGUSD23.7%59.4%16.9%1.218.317.193.5%
XAUUSD30.3%37.8%31.9%0.012.112.298.0%

* 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 Pair0.0 pips*0.1 – 0.2 pips*0.3 – 0.6 pips*0.7 – 1.0 pips*> 1.1 pips*
AUDUSD0.00.1-0.8145.1
EURGBP0.0--0.96.5
EURJPY--0.5-1.3
EURUSD0.00.10.51.01.3
GBPJPY-0.10.5-1.6
GBPUSD0.00.10.51.01.2
NZDUSD0.0--0.73.0
USDCAD0.0--1.01.3
USDCHF0.0--1.02.0
USDJPY0.00.10.61.01.5
 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*
XAUUSD0.04.812.024.059.0

* 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 Pair0.0 pips=< 0.2 pips=< 0.6 pips=< 1.0 pipsAll
AUDUSD65.6%68.1%68.1%97.7%98.5%
EURGBP63.0%63.0%63.0%97.0%97.7%
EURJPY--100.0%100.0%99.1%
EURUSD67.0%70.5%75.4%83.9%98.5%
GBPJPY-100.0%83.3%83.3%97.8%
GBPUSD66.7%79.7%79.2%80.3%97.2%
NZDUSD63.6%63.6%63.6%98.2%98.5%
USDCAD50.0%50.0%50.0%92.6%98.9%
USDCHF58.3%58.3%58.3%98.3%98.7%
USDJPY59.1%71.4%75.9%84.1%97.2%
 0.0 pips=< 10 pips=< 25 pips=< 50 pipsAll
XAGUSD--93.5%93.5%93.5%
 0.0 pips=< 10 pips=< 20 pips=< 30 pipsAll
XAUUSD64.1%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 PairZero SlippageNegative SlippageAverage Negative Slippage (pips)*Average Net Slippage (pips)**
AUDUSD78.9%21.1%0.30.1
EURGBP76.0%24.0%0.30.1
EURJPY72.3%27.7%0.30.1
EURUSD80.7%19.3%0.40.1
GBPJPY57.8%42.2%0.40.2
GBPUSD60.0%40.0%0.40.2
NZDUSD70.0%30.0%0.30.1
USDCAD69.2%30.8%0.30.1
USDCHF75.5%24.5%0.70.2
USDJPY78.7%21.3%0.50.1
XAGUSD14.0%86.0%100.586.4
XAUUSD52.5%47.5%8.23.9

* 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 PairPrice ImprovementZero SlippageAverage Price Improvement (pips)*Average Net Price Improvement (pips)**
AUDUSD21.7%78.3%0.30.1
EURGBP27.0%73.0%0.40.1
EURJPY26.5%73.5%0.40.1
EURUSD24.8%75.2%0.50.1
GBPJPY38.3%61.7%0.50.2
GBPUSD39.7%60.3%0.40.2
NZDUSD31.7%68.3%0.30.1
USDCAD30.8%69.2%0.50.1
USDCHF24.6%75.4%0.50.1
USDJPY23.5%76.5%0.30.1
XAGUSD68.6%31.4%77.052.8
XAUUSD47.0%53.0%7.73.6

* 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

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.

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". 

 

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 om å selge vil bli utløst når tilbudsprisen som observeres på et primært interbank-utførelsessted1 når det spesifiserte prisnivået. Når den aktiveres, behandles ordren som en markedsordre.

  • En stoppordre om å kjøpe vil bli utløst når kjøpsprisen som observeres på et primært interbank-utførelsessted1 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.


1 En stoppordre vil bli utløst for en pris som observeres på et primært interbank-utførelsessted som første prioritet. Hvis det ikke er tilgjengelig likviditet på et primært interbank-utførelsessted, forbeholder Saxo Bank seg retten til å benytte et sekundært interbank-utførelsessted eller en alternativ likviditetsleverandør.

risk-icon--red

Advarsel om valutarisiko

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

Danske banker er forpliktet til å kategorisere investeringsprodukter som tilbys retailkunder, som grønne, gule eller røde, avhengig av produktets kompleksitet og risiko. Du kan få mer informasjon ved å klikke her