Forex Market Structure

At the very top of the forex market are transactionsThe forex market’s second tier essentially exists
which are collectively called Interbank transactions. within each individual bank.  If you were to call your
The “Interbank” is not, as some people maylocal Citibank branch, they can arrange for you to
believe, an exchange.  Rather, it is a collection orexchange your U.S. Dollar for the foreign currency of
compilation of agreements between and among theyour choosing.  In all probability, they will likely just
major money center banks in the world.move the desired currency from one bank branch to
An example may make it easier to understand thisanother one.  This is known as a single party
thing we’re calling the “Interbank” market.  Inmicro-exchange, so you are pretty much at their
most larger offices or business, perhaps even in yourmercy as it applies to the foreign exchange rate
own home, there may be several computers whichyou’re quoted.  You can either accept their
are inter-connected by means of a simple network“kind” offer or shop around for a better rate. 
cable.  Now, each computer operates independentlyAnyone who trades in the forex market should
until the moment it needs a resource, program or fileconsider paying their bank a visit, at least once, to have
from one of the other computers.  When thatan idea of their quotes.  Certainly, it will be very
happens, computer A will contact computer B (or C or“enlightening,” if not downright shocking, to see
D, etc.) and request permission to access the neededjust how profitable these transactions are… for your
resource.  If the owner or operator of Computer Bbank.
authorizes it, and if Computer B is functioning the wayThe third tier is the retail market.  Established foreign
it should be, then the needed file or program can beexchange brokers such as Forex.com, Oanda and
accessed.  Within minutes, Computer A’s requestFXCM, etc. or any broker who wishes to set up a
is fulfilled.  It works the same way in the forexretail operation, needs first to find a liquidity provider. 
market; just substitute Computer A and Computer BThe large majority of these forex brokers sign an
for Bank A and Bank B and let resources substituteagreement with a single bank.  This bank agrees to
for currency.  You now have the machinations forprovide liquidity only under certain conditions:  That is
the relationships that exist within the Interbank system.only if they can simultaneously hedge it on EBS,
By the same context, if you’ve ever tried to locateincluding their desired spread.
resources from a computer that isn’t united by aThese spreads will be highly competitive, and that is
computer network, you probably know full well what abecause that volume will be much greater than any
time consuming, inefficient, sometimes futile effort itsingle bank patron would ever transact.  Bear in mind,
can be.  You have to search each and everybanks are in the business to make money, and third
independent computer until you’ve found yourtier providers will almost never precisely match what
resource, copy it and then download it to your ownactually exists on the Interbank system.  Banks collect
computer.  Regarding prices and forex currencythe spreads and no agreement between them and a
inventory, the same issue exists within the Interbankforex retailer is going to alter their priority.
market system.  If a bank in Taiwan occasionallyThink of retail forex as a kind of casino.  Most of the
transacts business with a firm in Sao Paula they needparticipants have little or no knowledge of forex trading
to exchange their currency.  In this case, it can beeffectively or successfully and, as expected,
quite difficult to determine what the proper exchangethey’re consistent losers.  The forex broker has
rate between the New Taiwan Dollar and the Brazilianthe house advantage because of the inherent spread
Real should be.  Because of situations such as this,system and the normal probability distribution of
the Electronic Broking Service (EBS) and Reutersreturns.  What results, is a system that plays one
established their services.  For simplicity, we’ll referloser against one winner and collects the spread.  If
to this service as ESB.there is a dis-equilibrium within their internal order book,
In a way, the EBS service acts as a blanket over thea broker may hedge the exposure with their second
Interbank communication links.  Through the EBStier liquidity provider.
service, Interbank members are able to see how muchThough it may not sound good, there are significant
currency is available, and the price(s) the otheradvantages to the speculators that work with them. 
Interbank participants are willing to pay.  It’sSince it is “internal,” many features, such as high
important to understand that the EBS is not in itself aleverage on an account with only a small balance, a
market nor is it a market maker.  The EBS system isnon-standard contract size, and commission-free
merely an application allowing bank members to seetransactions can be provided which may not be
offers and bids from the other members.available through any other means.