Štatistika plnenia pokynov

Odvoďte hodnotu možného zlepšenia cien u každého obchodu. Prevezmite väčšiu kontrolu nad svojím obchodovaním a pomocou našich plne prispôsobených objednávok dosiahnite optimálnu rovnováhu medzi pomerom plnenia a cenou.

Ďalšie informácie o tom, ako spoločnosť Saxo realizuje pokyny v mene svojich klientov, nájdete v našich Pravidlách pre vykonávanie klientskych pokynov .

Na dôkaz nášho záväzku zvyšovať transparentnosť a dosahovať férové výsledky pre klientov sa Saxo Bank podujala zverejniť štatistiku plnenia pokynov na devízovom trhu, aby mohli klienti pri výbere najlepšieho poskytovateľa obchodovania jednoduchšie vyhodnotiť kvalitu realizácie pokynov. 

Sme hrdí na to, že tieto štatistiky dokazujú, že pri poskytovaní kvalitnej realizácie sú záujmy Saxo Bank v súlade so záujmami našich klientov, a dokazujú tiež, že prinášame výrazné zlepšenie ceny bez asymetrického sklzu.

V tabuľkách nižšie sú uvedené nasledujúce štatistické údaje o realizácii zverejňované mesačne pre najobchodovanejšie forexové spotové menové páry spoločnosti Saxo Bank:

  • Štatistiky Limitných pokynov IOC
  • Priemerné zlepšenie Limitného pokynu IOC, podľa nastavenia cenovej tolerancie
  • Miera plnenia Limitného pokynu IOC, podľa nastavenia cenovej tolerancie
  • Rýchlosť plnenia Limitného pokynu IOC
  • Štatistiky trhových pokynov
  • Rýchlosť plnenia trhových pokynov
  • Štatistiky pokynov Resting Stop
  • Štatistiky pokynov Resting Limit

Limit IOC Order Statistics

Currency PairPositive
Slippage*
Zero
Slippage*
Negative
Slippage*
Average Net
Slippage (PIPS)*
Average
Improvement (PIPS)**
Average
Tolerance (PIPS)
Fill Rate***
AUDUSD20.9%62.1%17.0%0.00.90.899.5%
EURGBP15.5%70.4%14.1%0.01.51.599.8%
EURJPY20.7%58.8%20.5%0.02.22.299.9%
EURUSD18.7%64.3%17.1%0.01.51.599.8%
GBPJPY24.4%51.9%23.6%0.02.72.799.8%
GBPUSD22.1%58.5%19.4%0.02.82.899.8%
NZDUSD16.4%67.2%16.4%0.01.81.899.4%
USDCAD16.8%67.8%15.3%0.05.05.099.9%
USDCHF15.4%71.2%13.5%0.00.80.899.8%
USDJPY14.6%72.1%13.3%0.02.42.399.8%
XAGUSD26.0%60.3%13.7%5.9214.0208.188.8%
XAUUSD32.4%41.8%25.8%0.799.999.297.6%

* 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*
AUDUSD0.10.10.30.74.0
EURGBP0.00.20.00.911.6
EURJPY0.10.20.01.02.3
EURUSD0.00.20.31.01.7
GBPJPY0.10.00.01.02.8
GBPUSD0.10.30.31.03.1
NZDUSD0.00.00.60.716.9
USDCAD0.10.20.51.05.4
USDCHF0.00.20.00.93.3
USDJPY0.00.20.01.02.7
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD9.69.627.245.61698.2
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD3.29.719.10.0533.8

* 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
AUDUSD77.6%78.3%78.4%95.2%95.6%
EURGBP86.2%87.6%87.6%98.6%98.7%
EURJPY70.1%70.2%70.2%70.3%97.7%
EURUSD79.9%80.1%80.3%81.8%97.5%
GBPJPY69.6%69.6%69.6%70.2%98.7%
GBPUSD75.0%75.2%75.8%76.1%97.1%
NZDUSD80.9%80.9%89.5%98.2%98.4%
USDCAD79.9%79.9%80.9%81.1%98.1%
USDCHF82.4%82.5%82.5%96.6%96.6%
USDJPY82.5%82.5%82.5%90.8%98.4%
 0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD73.8%74.1%86.1%86.2%87.3%
 0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD66.7%69.4%93.1%93.1%94.1%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5094.0%
< 10099.2%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds26

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net
Improvement*
Fill Rate
AUDUSD19.0%62.8%18.2%0.0100.0%
EURGBP18.3%66.8%15.0%0.0100.0%
EURJPY21.2%58.9%19.9%0.0100.0%
EURUSD17.9%63.6%18.4%0.0100.0%
GBPJPY23.1%51.5%25.4%0.0100.0%
GBPUSD20.5%58.7%20.8%0.0100.0%
NZDUSD14.3%70.8%14.9%0.0100.0%
USDCAD16.0%68.9%15.0%0.0100.0%
USDCHF14.2%72.8%13.0%0.0100.0%
USDJPY13.6%72.4%14.0%0.0100.0%
XAGUSD23.2%52.9%23.8%-0.7100.0%
XAUUSD30.0%41.5%28.5%0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5095.4%
< 10098.9%
< 25099.8%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds25

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD63.3%36.7%0.3-0.04
EURGBP41.9%58.1%0.20.10
EURJPY71.3%28.7%0.5-0.12
EURUSD46.6%53.4%0.50.13
GBPJPY41.9%58.1%0.40.20
GBPUSD38.9%61.1%0.30.15
NZDUSD57.9%42.1%0.4-0.10
USDCAD59.8%40.2%0.4-0.07
USDCHF64.6%35.4%0.4-0.04
USDJPY64.6%35.4%0.50.02
XAGUSD16.8%83.2%99.876.62
XAUUSD27.6%72.4%21.313.63

* 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)**
AUDUSD15.0%85.0%0.20.0
EURGBP12.2%87.8%0.10.0
EURJPY14.4%85.6%0.20.0
EURUSD17.5%82.5%0.20.0
GBPJPY25.9%74.1%0.20.0
GBPUSD23.4%76.6%0.20.0
NZDUSD16.6%83.4%0.80.1
USDCAD18.0%82.0%0.20.0
USDCHF14.7%85.3%0.10.0
USDJPY11.4%88.6%0.20.0
XAGUSD96.2%3.8%18.918.2
XAUUSD70.5%29.5%7.25.1

* 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***
AUDUSD27.1%51.2%21.7%0.00.90.998.1%
EURGBP20.3%62.4%17.3%0.01.51.599.8%
EURJPY28.9%45.2%25.9%0.02.72.799.7%
EURUSD22.7%57.2%20.0%0.02.02.099.4%
GBPJPY28.8%42.6%28.5%0.02.02.099.5%
GBPUSD27.6%47.0%25.4%0.02.62.599.3%
NZDUSD17.2%66.5%16.4%0.00.70.798.0%
USDCAD21.4%58.6%20.0%0.02.82.899.6%
USDCHF14.9%71.1%14.0%0.01.01.099.6%
USDJPY19.9%63.0%17.1%0.03.53.599.8%
XAGUSD17.8%76.2%6.0%3.331.127.990.6%
XAUUSD29.6%46.0%24.4%0.7108.3107.796.8%

* 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*
AUDUSD0.10.20.40.7>4.7
EURGBP0.00.00.00.9>12.3
EURJPY0.10.40.30.0>2.8
EURUSD0.10.20.41.0>2.2
GBPJPY0.10.40.60.0>2.1
GBPUSD0.10.30.31.0>2.8
NZDUSD0.10.20.60.7>2.8
USDCAD0.10.20.51.0>3.0
USDCHF0.00.00.00.9>7.4
USDJPY0.10.20.41.0>3.9
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS* > 51 PIPS*
XAGUSD6.82.020.538.1>355.7
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS* > 31 PIPS*
XAUUSD2.86.717.80.0>708.8

* 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
AUDUSD71.0%71.4%71.6%92.9%100.0%
EURGBP77.2%77.2%77.2%96.7%100.0%
EURJPY70.1%69.5%71.3%71.3%100.0%
EURUSD73.8%74.0%74.1%76.3%100.0%
GBPJPY65.0%67.3%67.5%67.5%100.0%
GBPUSD67.2%67.4%69.1%69.9%100.0%
NZDUSD77.7%78.1%96.2%96.5%100.0%
USDCAD73.1%73.7%75.3%75.8%100.0%
USDCHF85.6%85.6%85.6%97.9%100.0%
USDJPY77.3%77.3%77.4%77.9%100.0%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD78.5%78.6%87.9%88.1%100.0%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD68.2%68.6%93.1%93.1%100.0%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5087.3%
< 10097.9%
< 25099.6%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds33

 

Market Order Statistics

Currency PairPrice
Improvement
Zero
Slippage
Negative
Slippage
Average Net
Improvement*
Fill Rate
AUDUSD25.5%49.4%25.1%0.0100.0%
EURGBP18.1%60.2%21.6%0.0100.0%
EURJPY27.5%46.6%25.9%0.0100.0%
EURUSD21.2%57.4%21.3%0.0100.0%
GBPJPY25.8%47.0%27.2%0.0100.0%
GBPUSD26.5%45.9%27.6%0.0100.0%
NZDUSD18.5%62.7%18.7%0.0100.0%
USDCAD20.8%58.5%20.7%0.0100.0%
USDCHF12.3%73.5%14.2%0.0100.0%
USDJPY17.7%64.7%17.5%0.0100.0%
XAGUSD16.0%69.8%14.3%0.0100.0%
XAUUSD29.3%43.9%26.8%0.2100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5088.0%
< 10097.6%
< 25099.5%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds34

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD58.7%41.3%0.4-0.04
EURGBP36.2%63.8%0.30.16
EURJPY72.4%27.6%0.5-0.14
EURUSD52.0%48.0%0.40.08
GBPJPY31.4%68.6%0.50.30
GBPUSD40.0%60.0%0.50.19
NZDUSD66.2%33.8%0.5-0.21
USDCAD55.6%44.4%0.5-0.05
USDCHF61.0%39.0%0.4-0.06
USDJPY61.9%38.1%0.50.04
XAGUSD15.8%84.2%41.728.85
XAUUSD24.8%75.2%24.716.40

* 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
Improvement
Zero
Slippage
Average Price
Improvement (PIPS)*
Average Net Price
Improvement (PIPS)**
AUDUSD26.8%73.2%0.20.1
EURGBP22.1%77.9%0.10.0
EURJPY25.7%74.3%0.30.1
EURUSD24.3%75.7%0.20.0
GBPJPY41.9%58.1%0.20.1
GBPUSD35.7%64.3%0.20.1
NZDUSD30.7%69.3%0.30.1
USDCAD27.2%72.8%0.20.1
USDCHF22.1%77.9%0.20.0
USDJPY19.3%80.7%0.20.0
XAGUSD92.7%7.3%17.015.8
XAUUSD77.0%23.0%8.56.6

* 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***
AUDUSD17.5%69.4%13.1%0.00.80.898.0%
EURGBP16.1%68.2%15.8%0.01.21.299.6%
EURJPY23.2%56.6%20.3%0.02.12.199.6%
EURUSD18.6%64.9%16.5%0.01.31.399.6%
GBPJPY23.6%53.8%22.7%0.05.15.199.2%
GBPUSD20.3%61.0%18.7%0.02.62.699.0%
NZDUSD12.1%75.1%12.8%0.00.70.798.5%
USDCAD15.1%69.5%15.4%0.02.62.699.1%
USDCHF12.3%75.3%12.4%0.01.01.099.8%
USDJPY16.8%68.3%14.9%0.03.23.299.6%
XAGUSD17.9%77.9%4.2%4.134.730.791.7%
XAUUSD27.6%49.2%23.2%0.7134.4133.792.1%

* 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*
AUDUSD0.00.20.60.75.5
EURGBP0.00.30.00.97.4
EURJPY0.00.00.31.02.1
EURUSD0.00.20.41.01.4
GBPJPY0.10.00.00.05.2
GBPUSD0.10.30.41.02.7
NZDUSD0.00.30.60.02.8
USDCAD0.10.20.41.02.8
USDCHF0.00.20.01.03.3
USDJPY0.00.10.31.03.4
 0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD6.914.519.936.6347.5
 0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.95.117.60.0912.1

* 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
AUDUSD90.9%90.2%94.0%96.3%100.0%
EURGBP90.3%90.8%90.8%99.1%100.0%
EURJPY72.2%72.2%72.1%77.4%100.0%
EURUSD75.1%74.8%75.0%76.2%100.0%
GBPJPY80.7%80.7%80.0%80.0%100.0%
GBPUSD68.3%69.0%70.3%71.0%100.0%
NZDUSD91.6%91.6%97.8%97.8%100.0%
USDCAD75.0%74.6%75.6%75.6%100.0%
USDCHF73.6%76.0%76.0%97.4%100.0%
USDJPY78.1%78.2%78.6%79.9%100.0%
 0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD87.8%87.8%90.2%90.4%100.0%
 0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD52.1%52.2%87.9%87.9%100.0%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5079.4%
< 10097.0%
< 25099.7%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds43

 

Market Order Statistics

Currency PairPrice
Improvement
Zero
Slippage
Negative
Slippage
Average Net
Improvement*
Fill Rate
AUDUSD15.2%69.1%15.7%0.0100.0%
EURGBP16.6%66.4%17.0%0.0100.0%
EURJPY17.6%61.2%21.2%0.0100.0%
EURUSD17.4%65.0%17.6%0.0100.0%
GBPJPY23.7%51.6%24.7%0.0100.0%
GBPUSD19.2%61.9%18.9%0.0100.0%
NZDUSD12.0%78.4%9.6%0.0100.0%
USDCAD14.9%71.2%13.9%0.0100.0%
USDCHF11.6%77.3%11.2%0.0100.0%
USDJPY14.6%70.2%15.2%0.0100.0%
XAGUSD13.9%72.7%13.3%0.3100.0%
XAUUSD27.6%47.6%24.9%0.5100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5082.9%
< 10097.4%
< 25099.7%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds40

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative
Slippage
Average Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD48.5%51.5%0.50.10
EURGBP34.2%65.8%0.30.18
EURJPY71.5%28.5%0.4-0.12
EURUSD54.2%45.8%0.50.07
GBPJPY31.5%68.5%0.40.29
GBPUSD49.0%51.0%0.80.11
NZDUSD58.7%41.3%0.5-0.08
USDCAD50.3%49.7%0.50.01
USDCHF63.1%36.9%0.4-0.04
USDJPY61.7%38.3%0.40.03
XAGUSD41.0%59.0%58.5-9.26
XAUUSD24.6%75.4%28.018.72

* 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)**
AUDUSD26.3%73.7%0.20.1
EURGBP22.7%77.3%0.20.0
EURJPY20.5%79.5%0.20.0
EURUSD25.2%74.8%0.20.1
GBPJPY36.8%63.2%0.30.1
GBPUSD36.5%63.5%0.20.1
NZDUSD30.3%69.7%0.20.1
USDCAD25.4%74.6%0.20.0
USDCHF21.4%78.6%0.10.0
USDJPY17.4%82.6%0.40.1
XAGUSD90.3%9.7%19.017.2
XAUUSD80.9%19.1%10.98.8

* 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 PairPositive
Slippage*
Zero
Slippage*
Negative
Slippage*
Average Net
Slippage (PIPS)*
Average
Improvement (PIPS)**
Average
Tolerance (PIPS)
Fill Rate***
AUDUSD20.8%61.8%17.3%0.00.80.898.3%
EURGBP18.2%65.4%16.4%0.01.31.399.6%
EURJPY25.9%51.5%22.5%0.02.12.199.5%
EURUSD20.6%60.8%18.5%0.01.51.599.7%
GBPJPY27.4%47.2%25.4%0.06.46.499.0%
GBPUSD20.3%61.5%18.2%0.02.12.199.1%
NZDUSD15.5%71.3%13.2%0.00.90.998.6%
USDCAD19.3%63.4%17.3%0.03.02.999.2%
USDCHF15.3%71.4%13.3%0.01.01.099.9%
USDJPY20.0%60.6%19.4%0.04.04.099.7%
XAGUSD16.4%79.2%4.3%4.048.444.590.1%
XAUUSD29.0%50.7%20.2%2.0101.999.993.1%

* 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*
AUDUSD0.10.10.60.72.5
EURGBP0.00.00.00.96.1
EURJPY0.10.00.41.12.2
EURUSD0.10.20.51.01.6
GBPJPY0.20.00.31.06.6
GBPUSD0.10.20.41.12.2
NZDUSD0.00.00.61.03.9
USDCAD0.10.20.51.13.2
USDCHF0.00.20.51.03.4
USDJPY0.10.10.31.04.2
 0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD7.47.518.235.8399.0
 0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD4.44.618.628.4836.8

* 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 PIP All
AUDUSD86.2%86.4%96.0%96.2%100.0%
EURGBP76.0%76.0%76.0%99.2%100.0%
EURJPY86.8%86.8%86.9%87.7%100.0%
EURUSD77.5%79.4%79.9%80.8%100.0%
GBPJPY74.6%74.6%74.0%75.4%100.0%
GBPUSD79.6%79.7%79.8%80.2%100.0%
NZDUSD85.5%85.5%97.8%97.8%100.0%
USDCAD78.5%79.3%80.6%81.3%100.0%
USDCHF84.6%84.8%84.9%97.8%100.0%
USDJPY81.2%81.3%81.5%84.2%100.0%
 0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD80.0%80.2%87.3%87.5%100.0%
 0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD67.3%67.4%89.9%89.9%100.0%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5088.2%
< 10097.1%
< 25099.6%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds32

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative
Slippage
Average
Net Improvement*
Fill Rate
AUDUSD20.7%58.9%20.5%0.0100.0%
EURGBP16.3%64.4%19.2%0.0100.0%
EURJPY22.0%53.7%24.3%0.0100.0%
EURUSD19.8%60.3%19.9%0.0100.0%
GBPJPY26.0%45.7%28.4%0.0100.0%
GBPUSD18.8%61.6%19.6%0.0100.0%
NZDUSD14.6%68.7%16.7%0.0100.0%
USDCAD17.3%63.4%19.3%0.0100.0%
USDCHF15.5%69.0%15.5%0.0100.0%
USDJPY19.8%60.1%20.1%0.0100.0%
XAGUSD13.2%74.3%12.6%0.3100.0%
XAUUSD27.1%46.6%26.3%0.3100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5089.8%
< 10097.4%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds28

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD53.4%46.6%0.60.0
EURGBP26.3%73.7%0.40.3
EURJPY62.1%37.9%0.5-0.1
EURUSD56.2%43.8%0.40.0
GBPJPY25.1%74.9%0.50.4
GBPUSD52.2%47.8%0.90.0
NZDUSD57.2%42.8%0.7-0.1
USDCAD43.6%56.4%0.90.2
USDCHF59.0%41.0%0.40.0
USDJPY60.0%40.0%0.60.1
XAGUSD67.5%32.5%163.1-50.2
XAUUSD22.7%77.3%38.726.0

* 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)**
AUDUSD31.4%68.6%0.30.1
EURGBP29.1%70.9%0.20.1
EURJPY25.3%74.7%0.20.0
EURUSD23.5%76.5%0.20.1
GBPJPY46.4%53.6%0.30.1
GBPUSD42.4%57.6%0.30.1
NZDUSD38.9%61.1%0.20.1
USDCAD45.5%54.5%0.30.2
USDCHF26.1%73.9%0.20.0
USDJPY23.8%76.2%0.20.1
XAGUSD91.0%9.0%21.819.8
XAUUSD83.5%16.5%13.111.0

* 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***
AUDUSD25.7%54.3%20.0%0.01.51.495.3%
EURGBP26.7%47.9%25.4%0.01.31.297.5%
EURJPY38.8%30.4%30.8%0.02.62.697.9%
EURUSD30.6%42.2%27.3%0.01.41.498.0%
GBPJPY37.9%27.0%35.0%0.13.03.096.6%
GBPUSD28.1%48.3%23.6%0.13.53.496.5%
NZDUSD22.1%60.0%17.9%0.00.80.795.2%
USDCAD22.7%56.7%20.5%0.02.82.798.5%
USDCHF24.7%53.8%21.5%0.01.51.598.6%
USDJPY32.4%38.3%29.3%0.03.43.497.9%
XAGUSD27.8%60.9%11.4%5.454.849.486.6%
XAUUSD42.3%26.7%31.0%2.6106.4103.890.7%

* 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*
AUDUSD0.10.20.60.78.0
EURGBP0.10.00.00.97.5
EURJPY0.20.40.01.12.9
EURUSD0.10.20.61.01.6
GBPJPY0.30.30.01.13.1
GBPUSD0.20.20.91.03.7
NZDUSD0.10.00.60.73.8
USDCAD0.10.20.41.02.9
USDCHF0.10.20.01.08.3
USDJPY0.10.20.41.04.2
 0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD9.79.720.037.2461.7
 0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD7.07.118.432.5628.4

* 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
AUDUSD84.0%83.9%92.6%93.6%100.0%
EURGBP63.8%63.8%63.8%95.9%100.0%
EURJPY59.9%60.5%60.5%65.1%100.0%
EURUSD64.0%64.8%66.4%68.0%100.0%
GBPJPY58.6%61.0%61.0%61.8%100.0%
GBPUSD70.6%70.6%70.7%71.3%100.0%
NZDUSD77.7%77.7%93.9%93.9%100.0%
USDCAD73.9%75.2%75.4%76.6%100.0%
USDCHF69.9%70.0%70.0%96.3%100.0%
USDJPY72.8%73.0%73.1%88.4%100.0%
 0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD68.3%68.3%82.3%83.0%100.0%
 0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD54.8%54.9%86.4%86.5%100.0%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5087.1%
< 10096.9%
< 25099.3%
< 50099.6%
< 100099.8%
Average execution speed in milliseconds34

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD23.9%50.8%25.2%0.0100.0%
EURGBP26.4%43.9%29.7%0.0100.0%
EURJPY36.7%26.8%36.4%0.0100.0%
EURUSD29.6%40.5%29.9%0.0100.0%
GBPJPY35.3%26.9%37.8%0.0100.0%
GBPUSD27.6%45.3%27.1%0.0100.0%
NZDUSD23.7%55.1%21.2%0.0100.0%
USDCAD23.1%53.9%23.0%0.0100.0%
USDCHF24.7%51.7%23.6%0.0100.0%
USDJPY31.1%36.3%32.6%0.0100.0%
XAGUSD22.4%55.4%22.2%0.4100.0%
XAUUSD37.9%24.9%37.2%-0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5088.2%
< 10097.3%
< 25099.4%
< 50099.8%
< 1000100.0%
Average execution speed in milliseconds31

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD57.1%42.9%0.90.0
EURGBP34.8%65.2%0.60.4
EURJPY54.7%45.3%0.60.0
EURUSD50.7%49.3%0.70.1
GBPJPY24.2%75.8%0.60.5
GBPUSD43.9%56.1%1.40.3
NZDUSD39.8%60.2%1.30.2
USDCAD50.4%49.6%1.00.0
USDCHF46.7%53.3%0.50.1
USDJPY50.1%49.9%0.80.2
XAGUSD35.8%64.2%220.671.4
XAUUSD20.2%79.8%35.926.1

* 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)**
AUDUSD42.2%57.8%0.30.1
EURGBP43.9%56.1%0.30.1
EURJPY34.4%65.6%0.40.1
EURUSD31.8%68.2%0.30.1
GBPJPY57.6%42.4%0.40.2
GBPUSD55.8%44.2%0.40.2
NZDUSD47.5%52.5%0.50.2
USDCAD47.1%52.9%0.30.2
USDCHF34.9%65.1%0.20.1
USDJPY35.8%64.2%0.30.1
XAGUSD87.8%12.2%34.029.9
XAUUSD76.6%23.4%19.915.2

* 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***
AUDUSD11.5%78.0%10.5%0.01.61.699.6%
EURGBP14.6%71.8%13.6%0.01.21.299.8%
EURJPY21.1%58.3%20.6%0.02.72.799.7%
EURUSD15.1%73.7%11.2%0.01.31.399.9%
GBPJPY27.1%47.4%25.4%0.02.42.499.6%
GBPUSD17.7%66.9%15.4%0.02.22.299.8%
NZDUSD10.5%81.2%8.3%0.01.41.499.0%
USDCAD12.1%77.1%10.8%0.04.34.399.9%
USDCHF12.0%77.8%10.2%0.01.51.5100.0%
USDJPY21.1%59.3%19.6%0.03.93.999.9%
XAGUSD20.9%65.6%13.4%1.670.869.294.6%
XAUUSD38.3%26.9%34.9%0.479.979.497.3%

* 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*
AUDUSD0.00.10.60.712.6
EURGBP0.00.20.30.89.0
EURJPY0.10.20.01.02.8
EURUSD0.00.10.51.01.6
GBPJPY0.10.00.00.02.5
GBPUSD0.10.20.30.92.5
NZDUSD0.00.00.60.711.6
USDCAD0.00.20.01.04.5
USDCHF0.00.20.01.017.1
USDJPY0.10.20.31.04.1
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD5.35.319.437.2432.6
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD3.43.416.525.6482.2

* 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%93.2%93.9%98.7%99.2%
EURGBP85.9%88.4%88.5%99.3%99.6%
EURJPY81.0%81.2%81.2%83.0%99.7%
EURUSD78.8%79.4%80.2%80.9%98.8%
GBPJPY73.8%73.8%73.8%73.8%99.2%
GBPUSD79.7%80.1%81.3%81.9%98.2%
NZDUSD87.4%87.4%98.1%98.1%98.9%
USDCAD82.9%83.8%83.8%84.6%99.6%
USDCHF83.7%83.8%83.8%98.7%99.4%
USDJPY78.5%78.7%79.0%80.1%99.5%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD75.9%75.9%91.1%91.2%97.3%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD56.6%60.7%94.2%94.2%98.6%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5089.7%
< 10097.7%
< 25099.6%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds28

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD11.7%75.1%13.2%0.0100.0%
EURGBP9.0%77.6%13.3%0.0100.0%
EURJPY17.9%62.0%20.1%0.0100.0%
EURUSD13.9%72.1%14.0%0.0100.0%
GBPJPY26.1%48.4%25.5%0.0100.0%
GBPUSD16.4%65.6%18.0%0.0100.0%
NZDUSD8.0%82.8%9.2%0.0100.0%
USDCAD10.8%76.1%13.1%0.0100.0%
USDCHF11.2%78.1%10.7%0.0100.0%
USDJPY20.5%58.5%21.1%0.0100.0%
XAGUSD18.1%61.6%20.3%-0.5100.0%
XAUUSD38.5%25.4%36.1%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5090.3%
< 10097.6%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds27

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative
Slippage
Average Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD47.4%52.6%0.50.2
EURGBP48.3%51.7%0.20.1
EURJPY71.4%28.6%0.5-0.1
EURUSD55.7%44.3%0.50.1
GBPJPY41.0%59.0%0.50.2
GBPUSD53.8%46.2%0.70.0
NZDUSD52.5%47.5%0.7-0.1
USDCAD67.1%32.9%0.70.0
USDCHF62.3%37.7%0.30.0
USDJPY64.1%35.9%0.50.0
XAGUSD52.6%47.4%39.76.5
XAUUSD23.0%77.0%23.116.8

 * 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)**
AUDUSD18.1%81.9%0.20.0
EURGBP22.2%77.8%0.10.0
EURJPY22.8%77.2%0.20.0
EURUSD22.6%77.4%0.20.1
GBPJPY37.5%62.5%0.30.1
GBPUSD38.1%61.9%0.20.1
NZDUSD27.6%72.4%0.30.1
USDCAD24.6%75.4%0.20.0
USDCHF22.0%78.0%0.30.1
USDJPY21.3%78.7%0.30.1
XAGUSD69.2%30.8%13.49.3
XAUUSD56.6%43.4%10.15.7

* 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***
AUDUSD9.0%82.5%8.6%0.00.90.999.7%
EURGBP13.6%74.0%12.3%0.00.90.999.2%
EURJPY16.5%66.7%16.8%0.02.92.999.6%
EURUSD12.4%76.8%10.8%0.01.31.399.8%
GBPJPY25.4%54.2%20.4%0.03.02.999.4%
GBPUSD18.0%66.5%15.5%0.04.54.599.0%
NZDUSD8.2%83.6%8.2%0.00.80.899.8%
USDCAD8.9%83.6%7.5%0.03.33.399.7%
USDCHF8.8%83.0%8.2%0.01.11.199.9%
USDJPY14.4%71.8%13.7%0.01.91.999.9%
XAGUSD14.3%75.7%10.0%0.839.939.196.9%
XAUUSD28.1%47.8%24.1%0.1106.5106.399.3%

* 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*
AUDUSD0.00.10.40.72.9
EURGBP0.00.00.00.83.5
EURJPY0.10.30.00.03.0
EURUSD0.00.20.51.01.5
GBPJPY0.10.00.00.03.2
GBPUSD0.10.20.31.05.1
NZDUSD0.00.00.60.72.3
USDCAD0.00.00.31.13.5
USDCHF0.00.20.01.011.0
USDJPY0.00.20.01.02.0
 0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD3.03.017.835.9188.8
 0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD1.41.415.129.7962.1

* 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
AUDUSD91.0%91.3%91.3%98.8%99.0%
EURGBP79.8%79.8%79.8%97.5%97.6%
EURJPY80.4%82.8%82.8%82.8%98.6%
EURUSD85.8%86.2%87.2%87.3%98.4%
GBPJPY69.0%69.0%69.0%69.0%95.9%
GBPUSD83.9%84.0%84.0%84.0%97.1%
NZDUSD88.2%88.2%93.0%98.8%98.8%
USDCAD88.3%88.3%88.7%88.8%98.9%
USDCHF87.9%88.1%88.1%98.8%98.8%
USDJPY83.2%83.6%83.6%84.1%99.0%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD79.6%79.4%94.1%94.2%94.9%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD67.0%67.1%96.2%96.4%96.7%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.4%
< 10098.9%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds18

 

Market Order Statistics

Currency PairPrice
Improvement
Zero
Slippage
Negative
Slippage
Average Net
Improvement*
Fill Rate
AUDUSD10.9%78.5%10.6%0.0100.0%
EURGBP14.7%71.7%13.6%0.0100.0%
EURJPY17.9%62.1%20.0%0.0100.0%
EURUSD11.7%75.6%12.7%0.0100.0%
GBPJPY23.2%53.3%23.5%0.0100.0%
GBPUSD18.2%62.9%19.0%0.0100.0%
NZDUSD8.5%82.4%9.2%0.0100.0%
USDCAD9.9%80.7%9.4%0.0100.0%
USDCHF10.1%80.7%9.2%0.0100.0%
USDJPY15.2%71.2%13.6%0.0100.0%
XAGUSD10.4%77.3%12.3%-0.2100.0%
XAUUSD28.6%44.8%26.7%0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5096.7%
< 10099.0%
< 25099.8%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds17

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD42.1%57.9%0.80.4
EURGBP36.8%63.2%0.50.3
EURJPY60.4%39.6%0.4-0.1
EURUSD59.2%40.8%0.50.1
GBPJPY33.0%67.0%0.90.6
GBPUSD48.1%51.9%1.00.2
NZDUSD49.2%50.8%2.00.8
USDCAD53.1%46.9%1.60.5
USDCHF54.3%45.7%0.70.2
USDJPY66.7%33.3%0.80.1
XAGUSD47.8%52.2%27.94.6
XAUUSD22.2%77.8%40.230.9

 * 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)**
AUDUSD20.8%79.2%0.30.1
EURGBP33.5%66.5%0.20.1
EURJPY19.5%80.5%0.20.0
EURUSD22.3%77.7%0.40.1
GBPJPY45.7%54.3%0.30.1
GBPUSD43.7%56.3%0.40.2
NZDUSD23.7%76.3%0.30.1
USDCAD29.9%70.1%0.60.2
USDCHF24.1%75.9%0.20.0
USDJPY21.5%78.5%0.30.1
XAGUSD77.4%22.6%9.37.2
XAUUSD52.5%47.5%7.64.0

* 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***
AUDUSD11.2%80.7%8.2%0.01.01.099.9%
EURGBP11.1%77.9%10.9%0.01.01.099.9%
EURJPY15.5%69.1%15.5%0.01.81.899.9%
EURUSD11.5%77.6%10.9%0.01.31.399.9%
GBPJPY22.8%56.6%20.7%0.02.12.199.7%
GBPUSD16.5%70.6%12.9%0.04.24.299.8%
NZDUSD10.8%81.2%8.0%0.00.90.999.4%
USDCAD9.8%81.3%8.9%0.02.12.199.9%
USDCHF10.0%81.9%8.1%0.01.41.4100%
USDJPY14.9%71.1%14.0%0.02.12.199.9%
XAGUSD16.5%71.6%11.8%0.924.323.496.1%
XAUUSD32.7%40.7%26.5%0.2111.0110.799.2%

* 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*
AUDUSD0.00.10.50.75.5
EURGBP0.00.20.00.95.7
EURJPY0.00.00.01.01.9
EURUSD0.00.10.31.01.4
GBPJPY0.10.40.00.02.3
GBPUSD0.00.20.01.04.7
NZDUSD0.00.00.60.73.6
USDCAD0.00.10.50.02.3
USDCHF0.00.20.01.019.6
USDJPY0.00.20.01.02.2
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD2.52.517.936.392.0
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD1.61.815.129.2624.7

* 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
AUDUSD94.0%94.0%94.0%98.3%98.3%
EURGBP59.0%59.1%58.8%96.7%96.0%
EURJPY81.6%81.6%81.6%82.2%98.4%
EURUSD84.8%85.0%85.9%86.1%97.9%
GBPJPY44.1%44.1%44.1%44.1%95.2%
GBPUSD67.6%67.6%67.7%67.7%95.6%
NZDUSD86.8%86.8%98.3%98.3%98.5%
USDCAD72.2%72.5%73.9%80.3%98.7%
USDCHF87.7%87.7%87.7%98.4%98.4%
USDJPY80.7%81.2%81.2%81.6%98.2%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSALL
XAGUSD72.7%72.7%94.3%94.7%91.3%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSALL
XAUUSD78.2%78.9%95.7%95.8%95.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5096.5%
< 10098.9%
< 25099.8%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds19

 

Market Order Statistics

Currency PairPrice
Improvement
Zero
Slippage
Negative
Slippage
Average Net
Improvement*
Fill Rate
AUDUSD9.9%78.2%11.8%0.0100.0%
EURGBP10.7%76.5%12.9%0.0100.0%
EURJPY13.0%72.8%14.2%0.0100.0%
EURUSD11.9%76.3%11.9%0.0100.0%
GBPJPY22.4%56.3%21.3%0.0100.0%
GBPUSD14.9%68.5%16.5%0.0100.0%
NZDUSD8.1%79.4%12.5%0.0100.0%
USDCAD10.4%79.8%9.8%0.0100.0%
USDCHF8.8%83.0%8.2%0.0100.0%
USDJPY14.6%70.9%14.5%0.0100.0%
XAGUSD15.4%70.6%14.0%0.1100.0%
XAUUSD31.7%39.8%28.5%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5097.2%
< 10099.1%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds17

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD45.6%54.4%1.40.7
EURGBP45.5%54.5%0.40.2
EURJPY66.4%33.6%0.4-0.1
EURUSD59.1%40.9%0.30.0
GBPJPY37.3%62.7%0.70.4
GBPUSD54.4%45.6%0.90.1
NZDUSD43.6%56.4%6.23.3
USDCAD61.1%38.9%0.80.0
USDCHF58.3%41.7%0.40.0
USDJPY60.9%39.1%0.50.1
XAGUSD41.3%58.7%33.310.9
XAUUSD23.8%76.2%11.07.9

* 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)**
AUDUSD21.2%78.8%0.20.0
EURGBP23.6%76.4%0.40.1
EURJPY18.2%81.8%0.20.0
EURUSD18.7%81.3%0.20.0
GBPJPY40.1%59.9%0.40.1
GBPUSD38.5%61.5%0.40.1
NZDUSD26.3%73.7%0.40.1
USDCAD20.6%79.4%0.20.0
USDCHF20.5%79.5%0.20.0
USDJPY20.1%79.9%0.30.1
XAGUSD64.8%35.2%10.16.5
XAUUSD49.8%50.2%3.01.5

* 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***
AUDUSD12.5%77.6%9.9%0.01.01.099.7%
EURGBP19.0%64.8%16.2%0.01.01.098.6%
EURJPY22.7%56.1%21.2%0.01.51.599.7%
EURUSD17.4%67.6%15.1%0.01.51.499.8%
GBPJPY32.0%40.4%27.6%0.02.42.498.0%
GBPUSD24.7%54.6%20.7%0.05.25.197.8%
NZDUSD10.9%80.2%8.9%0.00.80.899.0%
USDCAD13.6%73.9%12.5%0.03.03.099.8%
USDCHF13.4%74.1%12.5%0.01.31.399.7%
USDJPY19.9%60.9%19.2%0.01.91.999.7%
XAGUSD19.4%66.2%14.4%1.230.729.594.7%
XAUUSD36.5%31.2%32.4%0.4141.3140.998.3%

* 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*
AUDUSD0.00.20.30.75.7
EURGBP0.10.00.50.93.2
EURJPY0.10.00.01.11.6
EURUSD0.00.20.41.01.6
GBPJPY0.20.00.00.02.5
GBPUSD0.10.30.31.05.6
NZDUSD0.00.00.60.03.7
USDCAD0.00.00.01.33.1
USDCHF0.00.00.01.014.9
USDJPY0.00.20.41.01.9
0.0 pips*1 - 10 pips*11 - 25 pips*25- 50 pips*> 51 pips*
XAGUSD2.52.518.934.9124.5
0.0 pips*1 - 10 pips*11 - 20 pips*21- 30 pips*> 31 pips*
XAUUSD2.52.915.330.31548.0

* 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
AUDUSD94.0%94.0%94.0%98.3%98.3%
EURGBP59.0%59.1%58.8%96.7%96.0%
EURJPY81.6%81.6%81.6%82.2%98.4%
EURUSD84.8%85.0%85.9%86.1%97.9%
GBPJPY44.1%44.1%44.1%44.1%95.2%
GBPUSD67.6%67.6%67.7%67.7%95.6%
NZDUSD86.8%86.8%98.3%98.3%98.5%
USDCAD72.2%72.5%73.9%80.3%98.7%
USDCHF87.7%87.7%87.7%98.4%98.4%
USDJPY80.7%81.2%81.2%81.6%98.2%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD72.7%72.7%94.3%94.7%91.3%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD78.2%78.9%95.7%95.8%95.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5094.8%
< 10098.1%
< 25099.6%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds23

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net
Improvement*
Fill Rate
AUDUSD11.8%74.8%13.4%0.0100.0%
EURGBP15.7%66.4%18.0%0.0100.0%
EURJPY20.2%59.2%20.7%0.0100.0%
EURUSD15.3%68.3%16.4%0.0100.0%
GBPJPY27.4%42.7%29.8%0.0100.0%
GBPUSD21.5%53.7%24.8%0.0100.0%
NZDUSD10.8%78.5%10.7%0.0100.0%
USDCAD12.1%74.6%13.4%0.0100.0%
USDCHF11.7%76.7%11.6%0.0100.0%
USDJPY17.5%63.6%18.9%0.0100.0%
XAGUSD16.1%66.3%17.6%-0.2100.0%
XAUUSD35.1%31.2%33.7%0.1100.0%

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

 

Market Order Execution Speed

Time in MillisecondsFill Rate
< 5095.9%
< 10098.4%
< 25099.6%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds21

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD43.8%56.3%0.50.2
EURGBP32.9%67.1%0.50.3
EURJPY58.4%41.6%0.50.0
EURUSD51.7%48.3%0.50.2
GBPJPY29.6%70.4%0.80.5
GBPUSD54.0%46.0%1.20.1
NZDUSD45.0%55.0%0.60.2
USDCAD59.7%40.3%0.90.1
USDCHF60.9%39.1%0.40.0
USDJPY56.7%43.3%0.70.2
XAGUSD43.0%57.0%38.911.0
XAUUSD36.0%64.0%19.38.2

 * 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)**
AUDUSD20.3%79.7%0.20.0
EURGBP35.9%64.1%0.30.1
EURJPY23.5%76.5%0.40.1
EURUSD20.4%79.6%0.20.0
GBPJPY51.4%48.6%0.40.2
GBPUSD49.9%50.1%0.40.2
NZDUSD21.7%78.3%0.20.1
USDCAD29.0%71.0%0.70.2
USDCHF22.7%77.3%0.20.0
USDJPY21.8%78.2%0.40.1
XAGUSD71.4%28.6%11.68.3
XAUUSD55.4%44.6%3.31.8

* 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 PairPositive
Slippage*
Zero
Slippage*
Negative
Slippage*
Average Net
Slippage (PIPS)*
Average
Improvement (PIPS)**
Average
Tolerance (PIPS)
Fill Rate***
AUDUSD11.4%80.2%8.4%0.01.01.099.6%
EURGBP14.8%71.9%13.2%0.01.21.199.6%
EURJPY22.8%55.6%21.6%0.01.51.599.4%
EURUSD17.8%67.0%15.2%0.01.31.399.6%
GBPJPY26.1%48.7%25.2%0.02.92.999.3%
GBPUSD20.3%62.1%17.6%0.01.91.999.3%
NZDUSD8.9%82.4%8.6%0.00.90.999.6%
USDCAD13.5%74.5%12.0%0.02.32.399.8%
USDCHF12.9%75.5%11.7%0.01.31.299.7%
USDJPY19.6%62.0%18.4%0.01.81.899.6%
XAGUSD23.4%62.0%14.6%2.833.931.190.2%
XAUUSD38.4%30.2%31.4%0.680.279.697.6%

* 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*
AUDUSD0.00.00.30.78.2
EURGBP0.10.20.00.94.0
EURJPY0.10.00.01.01.5
EURUSD0.10.10.41.01.4
GBPJPY0.10.00.00.03.0
GBPUSD0.10.20.40.82.1
NZDUSD0.00.00.60.77.7
USDCAD0.00.20.31.02.4
USDCHF0.00.20.01.024.2
USDJPY0.10.10.00.91.9
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD4.94.921.039.8212.6
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.73.015.430.51037.2

* 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
AUDUSD94.7%94.7%94.7%98.5%98.6%
EURGBP80.9%81.1%81.1%98.9%99.0%
EURJPY79.5%79.5%79.5%80.2%98.3%
EURUSD79.3%79.6%80.8%81.0%97.3%
GBPJPY73.9%73.9%73.9%73.9%98.4%
GBPUSD80.2%80.4%80.5%80.5%97.6%
NZDUSD88.3%88.3%98.8%98.8%98.9%
USDCAD80.5%80.7%81.8%86.1%99.1%
USDCHF86.5%86.5%86.5%98.3%98.3%
USDJPY78.9%79.5%79.5%80.0%98.3%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD77.4%77.4%88.2%88.6%89.2%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD59.7%60.7%91.3%91.4%91.9%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5094.5%
< 10098.0%
< 25099.4%
< 50099.7%
< 100099.9%
Average execution speed in milliseconds26

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage
Net Improvement*
Fill Rate
AUDUSD11.9%75.8%12.3%0.0100.0%
EURGBP14.2%72.7%13.0%0.0100.0%
EURJPY23.0%55.2%21.7%0.0100.0%
EURUSD15.2%67.2%17.6%0.0100.0%
GBPJPY22.8%51.5%25.7%0.0100.0%
GBPUSD17.7%63.1%19.2%0.0100.0%
NZDUSD8.4%83.1%8.5%0.0100.0%
USDCAD11.8%74.7%13.5%0.0100.0%
USDCHF11.6%77.1%11.3%0.0100.0%
USDJPY16.9%65.8%17.2%0.0100.0%
XAGUSD18.2%61.4%20.4%-0.4100.0%
XAUUSD35.7%29.1%35.2%0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5096.0%
< 10098.6%
< 25099.6%
< 50099.8%
< 1000100.0%
Average execution speed in milliseconds22

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD41.8%58.2%0.60.2
EURGBP34.9%65.1%0.40.2
EURJPY56.9%43.1%0.60.1
EURUSD49.7%50.3%0.60.2
GBPJPY31.0%69.0%0.50.3
GBPUSD46.3%53.7%0.90.2
NZDUSD46.0%54.0%0.50.1
USDCAD57.2%42.8%1.40.3
USDCHF62.3%37.7%0.40.0
USDJPY56.4%43.6%0.60.1
XAGUSD48.4%51.6%49.213.4
XAUUSD37.4%62.6%14.91.8

 * 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)**
AUDUSD19.1%80.9%0.20.0
EURGBP30.9%69.1%0.30.1
EURJPY24.8%75.2%0.30.1
EURUSD24.1%75.9%0.30.1
GBPJPY43.3%56.7%0.30.1
GBPUSD43.9%56.1%0.30.1
NZDUSD25.3%74.7%0.20.1
USDCAD27.3%72.7%0.60.2
USDCHF23.6%76.4%0.20.0
USDJPY22.0%78.0%0.40.1
XAGUSD73.7%26.3%11.88.7
XAUUSD56.6%43.4%3.92.2

* 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***
AUDUSD15.5%71.4%13.0%0.01.01.099.3%
EURGBP16.1%67.5%16.4%0.01.11.199.2%
EURJPY25.8%50.4%23.8%0.01.41.499.7%
EURUSD17.7%66.4%15.9%0.01.31.399.8%
GBPJPY30.9%40.7%28.4%0.02.52.599.0%
GBPUSD21.6%58.6%19.8%0.01.91.999.3%
NZDUSD15.5%70.9%13.6%0.01.11.199.3%
USDCAD18.9%67.6%13.5%0.018.218.199.6%
USDCHF16.0%69.8%14.2%0.01.31.399.7%
USDJPY25.2%51.1%23.7%0.01.91.999.4%
XAGUSD19.6%67.0%13.4%1.526.425.093.5%
XAUUSD37.1%29.3%33.6%0.596.696.196.8%

* 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*
AUDUSD0.00.00.00.75.2
EURGBP0.00.00.00.97.1
EURJPY0.10.00.01.01.5
EURUSD0.00.10.41.01.4
GBPJPY0.20.00.00.02.6
GBPUSD0.10.20.30.92.0
NZDUSD0.00.00.60.77.5
USDCAD0.10.20.31.019.2
USDCHF0.00.20.01.050.3
USDJPY0.10.10.41.02.0
 0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD2.52.518.637.2134.0
 0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD2.75.015.330.11284.6

* 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
AUDUSD89.3%89.3%89.3%98.3%98.4%
EURGBP80.0%80.0%80.0%98.2%98.3%
EURJPY71.6%71.6%71.6%73.1%97.8%
EURUSD80.8%81.0%82.2%84.0%97.5%
GBPJPY67.9%67.9%67.9%67.9%98.2%
GBPUSD83.6%83.7%83.8%84.1%98.0%
NZDUSD73.7%73.7%97.3%97.7%97.8%
USDCAD82.4%82.7%82.5%85.1%98.7%
USDCHF84.7%84.9%84.9%98.5%98.5%
USDJPY74.7%74.9%74.9%82.0%98.3%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD72.4%72.4%91.4%91.7%92.2%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD57.7%69.3%94.4%94.6%94.9%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5091.7%
< 10097.7%
< 25099.6%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds35

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net
Improvement*
Fill Rate
AUDUSD14.1%71.3%14.6%0.0100.0%
EURGBP13.1%70.8%16.1%0.0100.0%
EURJPY22.3%52.8%24.9%0.0100.0%
EURUSD16.7%65.5%17.8%0.0100.0%
GBPJPY26.9%39.4%33.7%0.0100.0%
GBPUSD19.9%58.8%21.3%0.0100.0%
NZDUSD15.4%70.7%13.9%0.0100.0%
USDCAD14.9%68.4%16.7%0.0100.0%
USDCHF11.6%70.7%17.7%0.0100.0%
USDJPY21.3%54.1%24.6%0.0100.0%
XAGUSD16.9%64.4%18.7%-0.4100.0%
XAUUSD34.9%29.2%35.8%-0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5093.7%
< 10098.7%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds31

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD48.4%51.6%0.60.2
EURGBP39.8%60.2%0.40.2
EURJPY54.8%45.2%0.60.1
EURUSD55.2%44.8%0.60.1
GBPJPY32.7%67.3%0.50.3
GBPUSD56.1%43.9%0.80.0
NZDUSD43.9%56.1%2.00.9
USDCAD64.3%35.7%1.70.3
USDCHF64.8%35.2%0.4-0.1
USDJPY57.4%42.6%0.80.2
XAGUSD60.0%40.0%35.5–1.6
XAUUSD37.4%62.6%16.04.7

 * 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)**
AUDUSD24.3%75.7%0.30.1
EURGBP26.5%73.5%0.20.0
EURJPY28.6%71.4%0.40.1
EURUSD21.8%78.2%0.20.1
GBPJPY42.9%57.1%0.30.1
GBPUSD42.8%57.2%0.30.1
NZDUSD33.3%66.7%0.40.1
USDCAD27.8%72.2%0.90.2
USDCHF22.8%77.2%0.30.1
USDJPY24.3%75.7%0.40.1
XAGUSD55.2%44.8%11.36.2
XAUUSD59.3%40.7%3.92.3

* 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***
AUDUSD11.1%79.4%9.5%0.01.21.299.6%
EURGBP14.7%72.5%12.8%0.01.01.099.7%
EURJPY20.1%61.9%17.9%0.01.41.499.9%
EURUSD16.8%68.4%14.8%0.01.51.599.4%
GBPJPY24.9%50.6%24.5%0.02.42.499.6%
GBPUSD19.5%62.6%17.9%0.01.91.999.3%
NZDUSD13.5%75.9%10.7%0.01.11.199.6%
USDCAD16.4%72.0%11.7%0.02.52.599.3%
USDCHF13.5%75.1%11.4%0.01.11.199.8%
USDJPY16.3%68.3%15.4%0.02.52.599.8%
XAGUSD16.0%72.4%11.6%1.127.026.094.9%
XAUUSD33.3%36.5%30.3%0.5147.0146.697.0%

* 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*
AUDUSD0.00.00.00.711.9
EURGBP0.00.20.00.98.0
EURJPY0.10.00.01.01.4
EURUSD0.10.10.41.01.7
GBPJPY0.10.00.01.02.5
GBPUSD0.10.20.30.92.0
NZDUSD0.00.00.50.713.6
USDCAD0.10.20.01.02.7
USDCHF0.00.20.01.013.2
USDJPY0.00.20.51.02.6
0.0 PIPS*1 – 10 PIPS*11 – 25 PIPS*25 – 50 PIPS*> 51 PIPS*
XAGUSD2.42.416.838.2202.4
0.0 PIPS*1 – 10 PIPS*11 – 20 PIPS*21 – 30 PIPS*> 31 PIPS*
XAUUSD2.34.214.428.73796.1

* 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%93.5%98.6%98.7%
EURGBP82.4%82.5%82.5%97.5%97.5%
EURJPY76.5%76.5%76.5%79.9%98.4%
EURUSD80.5%82.1%82.6%82.9%97.4%
GBPJPY79.9%79.9%79.9%80.1%98.9%
GBPUSD80.4%80.5%80.7%81.5%98.1%
NZDUSD75.8%75.8%78.8%98.8%98.8%
USDCAD83.5%83.9%83.9%85.1%98.3%
USDCHF81.3%81.4%81.4%98.6%98.7%
USDJPY85.6%85.7%85.8%88.9%99.0%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD82.6%81.7%94.1%94.2%94.5%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD63.8%72.8%95.2%95.3%95.5%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5088.1%
< 10096.9%
< 25099.5%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds38

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage
Net Improvement*
Fill Rate
AUDUSD12.4%76.1%11.5%0.0100.0%
EURGBP13.6%75.1%11.4%0.0100.0%
EURJPY15.6%67.7%16.7%0.0100.0%
EURUSD14.6%70.3%15.1%0.0100.0%
GBPJPY19.9%57.2%22.9%0.0100.0%
GBPUSD17.8%65.3%16.9%0.0100.0%
NZDUSD9.8%78.0%12.3%0.0100.0%
USDCAD13.3%72.2%14.4%0.0100.0%
USDCHF9.7%80.4%9.9%0.0100.0%
USDJPY15.4%69.6%15.0%0.0100.0%
XAGUSD13.2%71.8%15.0%– 0.3100.0%
XAUUSD32.9%36.0%31.2%0.0100.0%

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

 

Market Order Execution Speed

Time in MillisecondsFill Rate
< 5090.3%
< 10097.7%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds34

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD47.5%52.5%0.40.1
EURGBP48.6%51.4%0.30.1
EURJPY59.6%40.4%0.80.2
EURUSD55.5%44.5%0.60.2
GBPJPY37.5%62.5%0.40.2
GBPUSD64.6%35.4%0.6– 0.1
NZDUSD56.7%43.3%0.70.1
USDCAD77.2%22.8%0.9– 0.2
USDCHF68.1%31.9%0.60.0
USDJPY69.7%30.3%0.50.0
XAGUSD46.5%53.5%22.64.6
XAUUSD36.4%63.6%20.78.3

 * 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)**
AUDUSD18.5%81.5%0.20.0
EURGBP18.9%81.1%0.20.0
EURJPY24.9%75.1%0.20.1
EURUSD22.9%77.1%0.20.0
GBPJPY38.9%61.1%0.20.1
GBPUSD34.7%65.3%0.20.1
NZDUSD22.9%77.1%0.40.1
USDCAD25.4%74.6%0.40.1
USDCHF21.5%78.5%0.30.1
USDJPY18.4%81.6%0.20.0
XAGUSD44.1%55.9%9.94.4
XAUUSD57.2%42.8%5.53.2

* 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***
AUDUSD14.0%73.4%12.6%0.01.21.299.6%
EURGBP17.7%67.9%14.4%0.01.11.199.7%
EURJPY20.6%59.5%19.9%0.01.61.699.7%
EURUSD17.6%67.1%15.3%0.01.81.899.6%
GBPJPY24.9%51.1%24.0%0.02.22.299.8%
GBPUSD20.4%60.9%18.7%0.02.12.199.8%
NZDUSD11.3%78.8%9.9%0.01.11.199.4%
USDCAD14.9%72.7%12.4%0.028.428.499.9%
USDCHF15.1%70.1%14.8%0.01.11.199.6%
USDJPY17.9%65.2%17.0%0.02.62.699.8%
XAGUSD13.6%76.2%10.3%0.725.624.996.2%
XAUUSD31.5%43.2%25.3%0.4127.2126.897.9%

* 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*
AUDUSD0.00.10.00.75.4
EURGBP0.00.00.00.97.7
EURJPY0.00.00.01.01.6
EURUSD0.10.10.41.02.0
GBPJPY0.10.00.70.02.3
GBPUSD0.10.20.31.02.2
NZDUSD0.00.00.60.713.7
USDCAD0.10.00.01.029.6
USDCHF0.00.00.01.08.0
USDJPY0.00.20.41.02.8
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD1.61.615.631.6427.1
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD1.82.713.828.12778.4

* 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
AUDUSD86.2%86.4%86.4%98.2%98.4%
EURGBP79.3%79.3%79.3%95.6%95.8%
EURJPY81.6%81.6%81.6%85.3%99.2%
EURUSD78.7%79.8%80.2%80.9%97.1%
GBPJPY69.6%69.6%69.7%69.7%98.4%
GBPUSD78.1%78.4%78.4%79.2%98.7%
NZDUSD85.6%85.6%90.8%98.3%98.3%
USDCAD82.7%82.7%82.7%83.3%99.1%
USDCHF88.8%88.8%88.8%99.3%99.3%
USDJPY83.0%83.1%83.2%84.4%98.5%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD83.1%83.1%95.1%95.3%95.4%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD67.1%74.7%95.1%95.2%95.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5092.8%
< 10097.7%
< 25099.7%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds31

 

Market Order Statistics

Currency PairPrice
Improvement
Zero
Slippage
Negative
Slippage
Average
Net Improvement*
Fill Rate
AUDUSD13.3%72.1%14.6%0.0100.0%
EURGBP14.1%71.1%14.8%0.0100.0%
EURJPY18.4%64.2%17.4%0.0100.0%
EURUSD16.0%67.9%16.1%0.0100.0%
GBPJPY22.8%52.9%24.3%0.0100.0%
GBPUSD22.3%58.9%18.8%0.0100.0%
NZDUSD10.5%79.4%10.1%0.0100.0%
USDCAD14.2%72.0%13.9%0.0100.0%
USDCHF15.5%71.2%13.3%0.0100.0%
USDJPY15.2%67.7%17.1%0.0100.0%
XAGUSD11.3%78.4%10.3%0.1100.0%
XAUUSD29.1%43.6%27.3%-0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5093.3%
< 10097.9%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds29

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD56.5%43.5%0.40.0
EURGBP47.1%52.9%0.30.2
EURJPY62.0%38.0%0.50.0
EURUSD54.7%45.3%0.80.2
GBPJPY39.2%60.8%0.40.2
GBPUSD63.2%36.8%0.5-0.1
NZDUSD57.2%42.8%1.20.3
USDCAD63.3%36.7%1.20.1
USDCHF70.5%29.5%0.5-0.1
USDJPY64.8%35.2%0.50.0
XAGUSD45.9%54.1%22.24.4
XAUUSD41.5%58.5%14.16.2

 * 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)**
AUDUSD19.6%80.4%0.30.1
EURGBP17.5%82.5%0.20.0
EURJPY23.6%76.4%0.30.1
EURUSD22.0%78.0%0.30.1
GBPJPY38.9%61.1%0.20.1
GBPUSD35.2%64.8%0.20.1
NZDUSD21.3%78.7%0.30.1
USDCAD26.2%73.8%0.50.1
USDCHF18.4%81.6%0.20.0
USDJPY17.1%82.9%0.20.0
XAGUSD52.1%47.9%10.05.2
XAUUSD51.7%48.3%3.61.9

* 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***
AUDUSD12.5%77.6%9.9%0.00.90.999.5%
EURGBP13.8%72.1%14.1%0.01.01.099.6%
EURJPY21.1%59.1%19.9%0.01.31.399.8%
EURUSD14.8%71.9%13.2%0.01.61.699.8%
GBPJPY24.4%52.9%22.7%0.02.62.699.6%
GBPUSD20.1%61.7%18.2%0.02.22.299.5%
NZDUSD9.3%82.7%8.0%0.02.22.199.2%
USDCAD14.1%72.4%13.6%0.050.150.199.8%
USDCHF11.6%78.1%10.3%0.01.01.099.8%
USDJPY17.2%67.1%15.7%0.02.42.499.7%
XAGUSD8.9%83.1%8.0%0.214.514.397.0%
XAUUSD22.2%58.5%19.2%0.1110.9110.899.5%

* 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*
AUDUSD0.00.20.00.75.6
EURGBP0.00.30.00.93.7
EURJPY0.00.00.01.01.3
EURUSD0.00.10.41.01.8
GBPJPY0.10.00.00.02.8
GBPUSD0.10.30.31.02.3
NZDUSD0.00.00.60.748.2
USDCAD0.00.00.01.052.7
USDCHF0.00.00.01.02.8
USDJPY0.00.20.31.02.5
0.0 PIPS*1 – 10 PIPS*11  25 PIPS*25  50 PIPS*> 51 PIPS*
XAGUSD0.70.714.929.358.0
0.0 PIPS* 10 PIPS*11  20 PIPS*21  30 PIPS*> 31 PIPS*
XAUUSD0.81.413.125.84875.2

* 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
AUDUSD86.3%86.3%86.3%97.5%97.6%
EURGBP81.3%81.5%81.5%99.1%99.1%
EURJPY73.9%73.9%73.9%78.9%99.1%
EURUSD83.3%83.6%84.1%84.9%98.1%
GBPJPY73.5%73.5%73.5%73.5%98.2%
GBPUSD80.2%80.3%80.7%81.4%98.2%
NZDUSD81.5%81.5%87.2%97.4%97.5%
USDCAD81.2%81.0%81.0%84.0%98.9%
USDCHF92.1%92.1%92.1%99.7%99.7%
USDJPY84.2%84.3%84.3%86.4%98.6%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD92.1%92.1%96.7%96.8%96.8%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD76.5%78.1%98.3%98.4%98.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5093.6%
< 10097.8%
< 25099.8%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds31

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD11.4%76.4%12.3%0.0100.0%
EURGBP15.3%71.9%12.8%0.0100.0%
EURJPY15.1%64.3%20.6%0.0100.0%
EURUSD13.2%72.9%13.9%0.0100.0%
GBPJPY23.3%53.9%22.9%0.0100.0%
GBPUSD21.7%60.2%18.1%0.0100.0%
NZDUSD11.3%79.6%9.1%0.0100.0%
USDCAD15.0%70.1%14.9%0.0100.0%
USDCHF8.9%80.3%10.8%0.0100.0%
USDJPY15.9%67.6%16.5%0.0100.0%
XAGUSD10.2%80.6%9.2%-0.2100.0%
XAUUSD21.9%59.6%18.5%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5094.7%
< 10098.2%
< 25099.9%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds28

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD52.0%48.0%1.50.6
EURGBP58.0%42.0%0.30.0
EURJPY59.9%40.1%0.60.0
EURUSD57.5%42.5%0.50.1
GBPJPY36.9%63.1%0.50.3
GBPUSD69.6%30.4%0.8–0.2
NZDUSD49.7%50.3%5.52.5
USDCAD61.6%38.4%1.60.3
USDCHF68.7%31.3%0.50.1
USDJPY65.0%35.0%0.60.1
XAGUSD58.1%41.9%19.12.7
XAUUSD48.8%51.2%9.21.7

 * 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)**
AUDUSD23.2%76.8%0.60.1
EURGBP19.6%80.4%0.30.1
EURJPY24.9%75.1%0.30.1
EURUSD22.3%77.7%0.20.0
GBPJPY36.4%63.6%0.40.2
GBPUSD41.8%58.2%0.40.2
NZDUSD28.2%71.8%1.30.4
USDCAD29.8%70.2%0.70.2
USDCHF21.2%78.8%0.70.1
USDJPY19.4%80.6%0.40.1
XAGUSD69.1%30.9%8.45.8
XAUUSD44.8%55.2%2.91.3

* 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***
AUDUSD12.0%78.6%9.4%0.01.51.599.4%
EURGBP14.3%74.0%11.7%0.01.21.299.4%
EURJPY15.9%67.0%17.1%0.01.81.899.8%
EURUSD14.8%71.4%13.8%0.02.02.099.8%
GBPJPY21.3%58.3%20.5%0.01.71.799.5%
GBPUSD20.3%61.9%17.8%0.02.42.499.6%
NZDUSD9.6%80.3%10.1%0.01.01.099.2%
USDCAD13.9%73.3%12.7%0.02.62.699.6%
USDCHF9.8%79.2%11.0%0.01.21.299.8%
USDJPY13.2%73.3%13.5%0.02.72.799.9%
XAGUSD7.9%84.4%7.6%0.116.016.098.2%
XAUUSD21.6%60.2%18.2%0.1149.1149.099.4%

* 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*
AUDUSD0.00.10.00.715.9
EURGBP0.00.10.00.95.0
EURJPY0.10.00.00.91.8
EURUSD0.00.10.51.02.1
GBPJPY0.10.20.00.01.8
GBPUSD0.10.20.31.02.6
NZDUSD0.00.00.00.79.4
USDCAD0.00.00.41.02.8
USDCHF0.00.20.01.016.7
USDJPY0.00.10.01.02.9
0.0 PIPS*1 – 10 PIPS*11 – 25 PIPS*25– 50 PIPS*> 51 PIPS*
XAGUSD0.80.815.130.983.4
0.0 PIPS*1 – 10 PIPS*11 – 20 PIPS*21– 30 PIPS*> 31 PIPS*
XAUUSD0.71.013.125.94132.0

* 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
AUDUSD88.8%90.4%90.4%98.3%98.4%
EURGBP83.3%83.5%83.5%98.6%98.8%
EURJPY70.3%70.3%70.3%71.3%98.4%
EURUSD80.2%80.6%81.3%81.5%98.2%
GBPJPY71.7%71.8%71.8%71.8%97.2%
GBPUSD79.9%80.0%80.5%81.1%98.3%
NZDUSD84.4%84.4%84.4%98.1%98.1%
USDCAD76.2%76.2%76.3%78.4%98.1%
USDCHF87.4%87.6%87.6%99.1%99.1%
USDJPY86.5%86.6%86.6%88.9%99.2%
 0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD85.0%85.0%97.4%97.6%97.6%
 0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD75.7%78.2%98.2%98.2%98.3%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5092.2%
< 10096.9%
< 25099.8%
< 50099.9%
< 100099.9%
Average execution speed in milliseconds32

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD10.5%77.6%12.0%0.0100.0%
EURGBP11.8%73.7%14.5%0.0100.0%
EURJPY14.6%71.3%14.1%0.0100.0%
EURUSD13.8%72.8%13.4%0.0100.0%
GBPJPY20.2%60.8%18.9%0.0100.0%
GBPUSD20.3%59.7%20.0%0.0100.0%
NZDUSD8.8%83.2%8.1%0.0100.0%
USDCAD13.4%73.5%13.1%0.0100.0%
USDCHF14.5%77.3%8.2%0.0100.0%
USDJPY12.0%74.6%13.4%0.0100.0%
XAGUSD9.9%80.4%9.7%0.3100.0%
XAUUSD20.6%60.9%18.5%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5094.4%
< 10098.3%
< 25099.8%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds29

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD52.7%47.3%0.80.3
EURGBP61.6%38.4%0.5–0.1
EURJPY46.1%53.9%0.40.1
EURUSD59.5%40.5%0.70.1
GBPJPY27.0%73.0%0.70.5
GBPUSD66.7%33.3%1.3–0.1
NZDUSD53.1%46.9%1.00.2
USDCAD61.9%38.1%1.40.3
USDCHF71.9%28.1%0.70.0
USDJPY59.0%41.0%0.70.1
XAGUSD45.5%54.5%20.82.4
XAUUSD47.3%52.7%12.03.4

* 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)**
AUDUSD21.5%78.5%0.30.1
EURGBP27.8%72.2%0.20.1
EURJPY26.5%73.5%0.30.1
EURUSD22.7%77.3%0.30.1
GBPJPY40.6%59.4%0.30.1
GBPUSD49.7%50.3%0.50.2
NZDUSD26.7%73.3%0.40.1
USDCAD25.9%74.1%0.40.1
USDCHF25.1%74.9%0.20.1
USDJPY21.5%78.5%0.30.1
XAGUSD58.7%41.3%8.34.9
XAUUSD45.4%54.6%3.81.7

* 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***
AUDUSD11.7%77.3%10.9%0.01.31.399.4%
EURGBP17.6%66.1%16.3%0.01.01.099.3%
EURJPY19.9%58.6%21.5%0.02.12.199.8%
EURUSD17.0%67.2%15.8%0.02.02.099.8%
GBPJPY26.8%46.0%27.2%–0.12.82.998.7%
GBPUSD23.6%56.0%20.4%0.02.22.298.3%
NZDUSD10.3%78.0%11.7%0.01.01.098.8%
USDCAD15.7%69.5%14.8%0.02.22.299.4%
USDCHF12.5%75.7%11.9%0.01.11.1100.0%
USDJPY14.8%71.8%13.5%0.01.81.899.8%
XAGUSD10.1%82.8%7.1%0.417.917.598.3%
XAUUSD22.2%55.9%21.9%0.0172.2172.299.2%

* 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*
AUDUSD0.00.20.00.76.6
EURGBP0.10.10.00.98.1
EURJPY0.10.00.01.02.2
EURUSD0.00.20.51.02.2
GBPJPY0.10.00.00.03.2
GBPUSD0.10.20.30.92.4
NZDUSD0.00.00.00.76.2
USDCAD0.10.00.01.22.3
USDCHF0.00.00.01.05.4
USDJPY0.00.10.41.01.9
0.0 pips*1 – 10 pips*11 – 25 pips*25– 50 pips*> 51 pips*
XAGUSD1.51.515.531.680.0
0.0 pips*1 – 10 pips*11 – 20 pips*21– 30 pips*> 31 pips*
XAUUSD0.72.013.026.32825.3

* 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
AUDUSD91.7%91.7%91.7%98.6%98.8%
EURGBP79.3%79.5%79.5%98.6%98.6%
EURJPY71.9%71.9%71.9%72.1%98.6%
EURUSD79.3%79.4%81.1%81.3%98.1%
GBPJPY70.1%70.1%70.1%70.1%94.2%
GBPUSD76.9%77.0%77.0%77.6%96.6%
NZDUSD83.7%83.7%83.7%97.5%97.7%
USDCAD81.4%81.4%81.4%81.5%98.5%
USDCHF86.5%86.5%86.5%99.3%99.3%
USDJPY87.6%88.2%88.2%89.5%98.8%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD78.9%78.9%97.8%97.8%97.9%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD78.8%84.5%98.3%98.3%98.4%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5082.7%
< 10096.4%
< 25099.6%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds43

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net
Improvement*
Fill Rate
AUDUSD10.3%78.6%11.1%0.0100.0%
EURGBP17.5%65.8%16.7%0.0100.0%
EURJPY20.3%60.5%19.2%0.0100.0%
EURUSD17.1%66.9%16.0%0.0100.0%
GBPJPY23.5%51.7%24.8%0.0100.0%
GBPUSD23.7%53.7%22.7%0.0100.0%
NZDUSD13.0%76.6%10.4%0.0100.0%
USDCAD15.2%70.2%14.6%0.0100.0%
USDCHF12.4%75.6%12.0%0.0100.0%
USDJPY14.4%70.2%15.5%0.0100.0%
XAGUSD11.2%80.0%8.9%0.5100.0%
XAUUSD21.6%57.1%21.3%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5084.6%
< 10096.9%
< 25099.7%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds40

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative
Slippage (PIPS)*
Average Net
Slippage (PIPS)**
AUDUSD60.6%39.4%0.40.0
EURGBP58.7%41.3%0.60.0
EURJPY46.8%53.2%0.40.1
EURUSD63.2%36.8%0.90.2
GBPJPY28.7%71.3%0.60.4
GBPUSD56.7%43.3%1.10.1
NZDUSD57.7%42.3%0.80.1
USDCAD62.5%37.5%1.20.2
USDCHF67.5%32.5%0.60.0
USDJPY66.3%33.7%0.70.1
XAGUSD62.4%37.6%20.8–8.6
XAUUSD50.8%49.2%8.91.9

 * 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)**
AUDUSD21.3%78.7%0.30.1
EURGBP28.0%72.0%0.30.1
EURJPY25.7%74.3%0.20.1
EURUSD25.9%74.1%0.40.1
GBPJPY36.9%63.1%0.30.1
GBPUSD46.3%53.7%0.30.2
NZDUSD30.0%70.0%0.40.1
USDCAD26.1%73.9%0.50.1
USDCHF25.3%74.7%0.40.1
USDJPY18.7%81.3%0.30.1
XAGUSD51.3%48.7%8.24.2
XAUUSD44.6%55.4%2.31.0

* 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***
AUDUSD12.6%76.6%10.8%0.01.11.199.0%
EURGBP14.5%70.8%14.7%0.01.21.299.8%
EURJPY19.9%60.0%20.1%0.01.41.399.9%
EURUSD14.6%71.6%13.8%0.01.31.399.8%
GBPJPY22.7%56.1%21.2%0.01.71.799.4%
GBPUSD19.9%63.0%17.2%0.01.81.899.5%
NZDUSD10.2%79.5%10.3%0.01.11.198.7%
USDCAD12.0%76.5%11.5%0.02.12.199.2%
USDCHF10.5%79.6%10.0%0.01.41.499.7%
USDJPY14.2%74.0%11.8%0.01.71.799.7%
XAGUSD8.4%84.4%7.3%0.317.116.898.0%
XAUUSD20.0%60.8%19.2%0.1178.5178.499.6%

* 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*
AUDUSD0.00.20.00.75.7
EURGBP0.10.00.00.915.6
EURJPY0.10.00.01.01.4
EURUSD0.00.10.51.01.4
GBPJPY0.10.00.00.01.8
GBPUSD0.10.20.01.02.0
NZDUSD0.00.00.50.79.0
USDCAD0.00.00.30.02.2
USDCHF0.00.00.01.013.9
USDJPY0.00.10.51.01.9
0.0 PIPS*1 - 10 PIPS*11 - 25 PIPS*25- 50 PIPS*> 51 PIPS*
XAGUSD2.12.116.232.264.0
0.0 PIPS*1 - 10 PIPS*11 - 20 PIPS*21- 30 PIPS*> 31 PIPS*
XAUUSD0.61.813.026.33556.5

* 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
AUDUSD96.0%96.0%96.0%98.5%98.7%
EURGBP77.4%77.4%77.4%99.5%99.5%
EURJPY72.7%72.7%72.7%76.2%98.8%
EURUSD80.7%81.3%83.1%84.2%98.5%
GBPJPY78.2%78.2%78.2%78.2%98.8%
GBPUSD89.7%89.7%89.7%90.1%98.6%
NZDUSD83.1%83.1%83.8%97.7%97.8%
USDCAD77.3%77.3%77.3%77.3%98.0%
USDCHF86.0%86.0%86.0%98.8%98.9%
USDJPY88.3%88.3%88.3%88.5%98.3%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD84.1%84.1%97.1%97.3%97.3%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD73.1%82.0%98.0%98.0%98.1%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5081.4%
< 10096.1%
< 25099.4%
< 50099.7%
< 100099.8%
Average execution speed in milliseconds47

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD14.5%70.9%14.6%0.0100.0%
EURGBP13.4%73.1%13.5%0.0100.0%
EURJPY20.5%61.3%18.1%0.0100.0%
EURUSD14.5%72.0%13.5%0.0100.0%
GBPJPY21.6%58.3%20.2%0.0100.0%
GBPUSD18.7%63.6%17.7%0.0100.0%
NZDUSD10.1%79.2%10.7%0.0100.0%
USDCAD12.7%73.6%13.7%0.0100.0%
USDCHF8.4%81.1%10.5%0.0100.0%
USDJPY14.3%73.4%12.3%0.0100.0%
XAGUSD9.1%83.1%7.9%0.4100.0%
XAUUSD19.9%60.1%20.0%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5085.0%
< 10097.1%
< 25099.4%
< 50099.5%
< 100099.6%
Average execution speed in milliseconds39

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD62.3%37.7%0.50.0
EURGBP66.4%33.6%0.6-0.1
EURJPY53.8%46.2%0.50.0
EURUSD64.1%35.9%0.60.0
GBPJPY32.2%67.8%0.50.3
GBPUSD59.5%40.5%0.70.0
NZDUSD65.5%34.5%0.80.0
USDCAD67.1%32.9%1.60.2
USDCHF64.9%35.1%0.5-0.1
USDJPY64.1%35.9%0.60.1
XAGUSD50.0%50.0%39.17.6
XAUUSD53.2%46.8%8.92.2

* 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)**
AUDUSD21.8%78.2%0.20.0
EURGBP21.7%78.3%0.30.1
EURJPY22.0%78.0%0.30.1
EURUSD22.7%77.3%0.20.1
GBPJPY38.7%61.3%0.50.2
GBPUSD40.6%59.4%0.30.1
NZDUSD23.2%76.8%0.40.1
USDCAD22.5%77.5%0.40.1
USDCHF27.0%73.0%0.50.1
USDJPY19.7%80.3%0.30.1
XAGUSD50.4%49.6%89.345.0
XAUUSD43.9%56.1%2.81.2

* 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***
AUDUSD12.7%76.1%11.2%0.01.01.099.4%
EURGBP15.4%69.5%15.1%0.01.31.399.4%
EURJPY25.0%51.5%23.5%0.01.61.699.8%
EURUSD18.3%64.0%17.6%0.01.31.399.6%
GBPJPY22.7%39.7%37.7%–0.45.86.199.3%
GBPUSD20.9%59.4%19.7%0.02.92.998.8%
NZDUSD12.1%78.0%9.9%0.01.81.899.3%
USDCAD15.8%68.9%15.3%0.02.42.499.6%
USDCHF10.5%79.2%10.3%0.01.11.199.8%
USDJPY17.2%66.0%16.8%0.01.91.999.8%
XAGUSD10.4%80.5%9.1%0.316.416.195.5%
XAUUSD22.9%55.0%22.1%0.0121.6121.699.6%

* 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*
AUDUSD0.00.20.00.77.7
EURGBP0.10.00.00.917.7
EURJPY0.10.00.01.01.6
EURUSD0.10.10.51.01.4
GBPJPY0.10.00.00.05.9
GBPUSD0.10.20.51.03.1
NZDUSD0.00.00.00.713.4
USDCAD0.00.10.00.62.5
USDCHF0.00.00.01.07.6
USDJPY0.00.20.41.01.9
0.0 PIPS*1 – 10 PIPS*11 – 25 PIPS*25 – 50 PIPS*> 51 PIPS*
XAGUSD1.51.516.136.089.3
0.0 PIPS*1 – 10 PIPS*11 – 20 PIPS*21 – 30 PIPS*> 31 PIPS*
XAUUSD0.81.813.026.02136.1

* 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
AUDUSD96.7%96.8%96.6%99.0%99.0%
EURGBP56.6%56.6%56.6%98.5%98.5%
EURJPY73.8%73.8%73.8%76.5%99.0%
EURUSD77.9%78.0%80.1%80.5%97.9%
GBPJPY55.6%55.6%55.6%55.1%98.1%
GBPUSD84.0%84.0%84.0%84.7%97.7%
NZDUSD93.0%93.0%93.0%98.8%98.9%
USDCAD74.0%74.1%74.1%74.2%98.6%
USDCHF95.9%95.9%95.9%99.5%99.5%
USDJPY84.0%84.0%83.0%85.5%99.2%
0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD77.1%77.1%94.7%94.8%94.8%
0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD75.1%79.8%98.0%98.1%98.2%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5084.2%
< 10096.6%
< 25099.6%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds44

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Net Improvement*Fill Rate
AUDUSD15.2%71.4%13.4%0.0100.0%
EURGBP17.3%67.3%15.5%0.0100.0%
EURJPY23.9%52.7%23.4%0.0100.0%
EURUSD17.5%65.1%17.5%0.0100.0%
GBPJPY23.4%50.0%26.6%0.1100.0%
GBPUSD19.7%60.7%19.6%0.0100.0%
NZDUSD9.4%80.6%10.1%0.0100.0%
USDCAD16.3%67.1%16.6%0.0100.0%
USDCHF10.9%77.0%12.1%0.0100.0%
USDJPY17.7%64.4%17.9%0.0100.0%
XAGUSD10.2%82.0%7.8%0.2100.0%
XAUUSD23.5%54.7%21.8%0.0100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5085.9%
< 10096.9%
< 25099.3%
< 50099.4%
< 100099.5%
Average execution speed in milliseconds39

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD62.1%37.9%2.30.7
EURGBP51.8%48.2%0.90.2
EURJPY45.3%54.7%0.90.3
EURUSD58.3%41.7%0.90.2
GBPJPY26.9%73.1%6.32.7
GBPUSD54.4%45.6%1.40.3
NZDUSD67.5%32.5%0.90.0
USDCAD63.1%36.9%0.90.0
USDCHF65.1%34.9%0.50.0
USDJPY58.6%41.4%1.00.2
XAGUSD53.2%46.8%25.9-1.0
XAUUSD47.3%52.7%11.21.1

* 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)**
AUDUSD25.4%74.6%0.70.2
EURGBP27.1%72.9%0.40.1
EURJPY25.4%74.6%5.11.3
EURUSD26.5%73.5%0.40.1
GBPJPY39.0%61.0%1.00.4
GBPUSD43.4%56.6%1.40.6
NZDUSD26.1%73.9%0.40.1
USDCAD26.1%73.9%0.30.1
USDCHF17.9%82.1%0.30.1
USDJPY26.9%73.1%1.20.3
XAGUSD43.1%56.9%10.34.4
XAUUSD48.0%52.0%4.22.0

* 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***
AUDUSD13.3%74.9%11.8%0.01.41.499.3%
EURGBP17.5%66.4%16.1%0.00.90.999.3%
EURJPY26.2%48.9%24.9%0.01.41.499.8%
EURUSD18.5%63.4%18.1%0.01.41.399.6%
GBPJPY26.9%49.7%23.4%0.01.81.898.8%
GBPUSD22.3%56.5%21.1%0.01.91.998.7%
NZDUSD10.6%78.9%10.4%0.01.31.399.3%
USDCAD17.8%65.9%16.3%0.02.72.799.6%
USDCHF11.7%77.6%10.7%0.01.11.199.8%
USDJPY17.0%65.0%18.0%0.01.81.899.8%
XAGUSD10.5%81.5%8.1%0.514.714.296.0%
XAUUSD23.5%54.1%22.3%0.018.818.799.5%

* 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*
AUDUSD0.00.20.30.713.9
EURGBP0.00.00.00.91.9
EURJPY0.10.00.01.01.4
EURUSD0.10.10.50.91.5
GBPJPY0.20.00.00.01.9
GBPUSD0.10.20.51.02.1
NZDUSD0.00.00.00.79.0
USDCAD0.10.00.00.02.8
USDCHF0.00.00.01.03.9
USDJPY0.00.20.30.91.9
0.0 PIPS*1 – 10 PIPS*11 – 25 PIPS*25– 50 PIPS*> 51 PIPS*
XAGUSD1.81.815.337.2115.0
0.0 PIPS*1 – 10 PIPS*11 – 20 PIPS*21– 30 PIPS*> 31 PIPS*
XAUUSD0.92.012.425.0182.3

* 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
AUDUSD95.1%95.2%94.9%98.8%98.9%
EURGBP78.6%78.6%78.6%98.2%98.2%
EURJPY69.6%69.6%69.6%75.3%98.8%
EURUSD78.6%78.7%81.3%81.2%97.8%
GBPJPY67.8%67.8%67.8%67.3%96.8%
GBPUSD83.0%83.1%83.2%84.0%97.5%
NZDUSD79.6%79.6%79.6%98.8%98.9%
USDCAD76.0%76.0%76.0%76.0%98.5%
USDCHF89.7%89.7%89.7%99.5%99.5%
USDJPY83.7%84.0%83.3%85.8%98.9%
 0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSALL
XAGUSD88.5%88.5%95.4%95.5%95.5%
 0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSALL
XAUUSD74.7%79.0%97.7%97.7%97.8%

 

Limit IOC Order Execution Speed

Time in MillisecondsFill Rate
< 5085.8%
< 10097.2%
< 25099.6%
< 50099.8%
< 100099.9%
Average execution speed in milliseconds42

 

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative SlippageAverage Price Improvement*Average Net Improvement*Fill Rate
AUDUSD15.7%69.0%15.2%0.20.0100.0%
EURGBP14.7%67.3%18.0%0.30.0100.0%
EURJPY23.9%50.3%25.8%0.20.0100.0%
EURUSD17.3%65.3%17.4%0.20.0100.0%
GBPJPY24.2%49.2%26.6%0.40.0100.0%
GBPUSD22.7%56.4%20.9%0.40.0100.0%
NZDUSD9.5%78.9%11.6%0.20.0100.0%
USDCAD16.7%65.2%18.1%0.30.0100.0%
USDCHF12.8%76.7%10.4%0.20.0100.0%
USDJPY17.9%64.6%17.5%0.20.0100.0%
XAGUSD9.3%80.8%9.9%13.3–0.2100.0%
XAUUSD22.4%54.3%23.3%3.3–0.1100.0%

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

 

Market Order Execution Speed

Time in millisecondsFill Rate
< 5085.2%
< 10096.2%
< 25099.1%
< 50099.3%
< 100099.4%
Average execution speed in milliseconds40

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD66.1%33.9%0.70.0
EURGBP60.9%39.1%0.50.0
EURJPY48.4%51.6%0.60.2
EURUSD67.6%32.4%0.60.0
GBPJPY36.7%63.3%0.60.3
GBPUSD70.3%29.7%1.2–0.2
NZDUSD60.5%39.5%1.00.1
USDCAD62.9%37.1%1.30.1
USDCHF62.5%37.5%0.40.0
USDJPY64.9%35.1%0.50.0
XAGUSD49.5%50.5%22.72.0
XAUUSD50.6%49.4%12.83.8

 * 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)**
AUDUSD22.4%77.6%0.30.1
EURGBP24.3%75.7%0.30.1
EURJPY26.6%73.4%0.50.1
EURUSD26.1%73.9%0.30.1
GBPJPY43.5%56.5%0.40.2
GBPUSD42.8%57.2%0.40.2
NZDUSD27.5%72.5%0.20.1
USDCAD27.6%72.4%0.40.1
USDCHF18.5%81.5%0.20.0
USDJPY18.3%81.7%0.30.0
XAGUSD52.2%47.8%11.25.9
XAUUSD49.2%50.8%3.41.7

* 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***
AUDUSD14.0%74.3%11.6%0.00.90.899.1%
EURGBP17.4%66.3%16.2%0.00.90.999.3%
EURJPY25.5%50.6%23.9%0.01.61.699.7%
EURUSD17.0%66.9%16.1%0.01.31.399.7%
GBPJPY26.9%48.2%24.9%0.02.72.798.8%
GBPUSD21.5%59.4%19.0%0.02.12.199.0%
NZDUSD11.3%77.5%11.2%0.00.80.899.5%
USDCAD14.9%70.7%14.4%0.02.42.499.6%
USDCHF10.3%79.6%10.1%0.01.01.099.9%
USDJPY15.8%70.1%14.1%0.02.62.699.8%
XAGUSD9.8%83.2%7.0%1.014.913.995.7%
XAUUSD23.2%55.2%21.7%0.116.616.599.5%

* 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*
AUDUSD0.00.20.20.711.2
EURGBP0.10.20.95.0
EURJPY0.10.51.01.6
EURUSD0.10.20.51.01.4
GBPJPY0.22.8
GBPUSD0.10.30.51.02.3
NZDUSD0.00.80.72.6
USDCAD0.10.40.92.5
USDCHF0.00.11.02.5
USDJPY0.00.10.51.02.7
0.0 PIPS*1 – 10 PIPS*11 – 25 PIPS*25– 50 PIPS*> 51 PIPS*
XAGUSD1.31.315.339.773.0
0.0 PIPS*1 – 10 PIPS*11 – 20 PIPS*21– 30 PIPS*> 31 PIPS*
XAUUSD1.22.312.124.596.5

*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
AUDUSD96.3%96.4%96.4%98.6%98.6%
EURGBP69.7%69.7%69.7%96.3%96.4%
EURJPY74.2%74.2%74.3%74.9%99.0%
EURUSD78.2%78.5%80.4%81.7%98.0%
GBPJPY69.8%69.8%69.8%69.8%97.5%
GBPUSD81.6%81.7%81.8%82.3%97.5%
NZDUSD89.1%89.1%89.3%99.0%99.1%
USDCAD78.4%78.4%78.5%79.6%98.9%
USDCHF87.6%87.8%87.8%99.6%99.6%
USDJPY82.2%82.7%82.8%83.2%98.8%
 0.0 PIPS=< 10 PIPS=< 25 PIPS=< 50 PIPSAll
XAGUSD81.0%81.0%94.9%95.0%95.0%
 0.0 PIPS=< 10 PIPS=< 20 PIPS=< 30 PIPSAll
XAUUSD77.6%82.5%98.1%98.2%98.3%

 

Limit IOC Order Execution Speed

Time in Milliseconds*Fill Rate
< 5077.8%
< 10088.9%
< 250100.0%
< 500100.0%
< 1000100.0%
Average execution speed in milliseconds43

*Time elapsed between receipt of order (arrival time) and execution (fill time).

Market Order Statistics

Currency PairPrice ImprovementZero SlippageNegative slippageAverage Net Improvement*Fill Rate
AUDUSD14.1%71.6%14.3%0.0100.0%
EURGBP15.8%65.6%18.6%0.0100.0%
EURJPY25.3%52.4%22.3%0.0100.0%
EURUSD15.6%68.5%15.9%0.0100.0%
GBPJPY25.8%50.4%23.8%0.0100.0%
GBPUSD20.3%59.0%20.8%0.0100.0%
NZDUSD11.1%78.2%10.7%0.0100.0%
USDCAD16.1%68.0%15.9%0.0100.0%
USDCHF8.9%82.0%9.1%0.0100.0%
USDJPY14.1%71.0%14.9%0.0100.0%
XAGUSD9.7%82.4%7.9%0.3100.0%
XAUUSD22.2%56.6%21.3%0.0100.0%

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

 

Market Order Execution Speed

Time in milliseconds*Fill Rate
< 5085.0%
< 10096.9%
< 25099.8%
< 50099.9%
< 1000100.0%
Average execution speed in milliseconds39

*Time elapsed between receipt of order (arrival time) and execution (fill time).

 

Resting Stop Order Statistics

Currency PairNo SlippageNegative SlippageAverage Negative Slippage (PIPS)*Average Net Slippage (PIPS)**
AUDUSD67.3%32.7%0.4–0.1
EURGBP55.1%44.9%0.60.1
EURJPY53.8%46.2%0.60.1
EURUSD63.5%36.5%0.80.1
GBPJPY33.0%67.0%0.80.5
GBPUSD65.4%34.6%1.2–0.1
NZDUSD66.3%33.7%2.00.3
USDCAD72.2%27.8%0.6–0.2
USDCHF72.9%27.1%0.7–0.1
USDJPY69.8%30.2%0.60.0
XAGUSD50.8%49.2%28.52.5
XAUUSD53.0%47.0%9.11.5

* 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)**
AUDUSD18.2%81.8%0.20.0
EURGBP29.9%70.1%0.30.1
EURJPY24.6%75.4%0.20.1
EURUSD25.5%74.5%0.30.1
GBPJPY43.2%56.8%0.70.3
GBPUSD43.7%56.3%0.30.1
NZDUSD27.6%72.4%1.50.4
USDCAD21.8%78.2%0.20.1
USDCHF16.4%83.6%0.10.0
USDJPY17.6%82.4%0.30.0
XAGUSD57.6%42.4%11.36.5
XAUUSD46.8%53.2%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***
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