Introducing the FX Markets on Citi VelocitySM Web
Citi VelocitySM is your single source for relevant and innovative solutions from our global foreign exchange franchise. Log in to read Citi Research, follow the markets through live market monitors, analyze historical data through comprehensive data and charting capabilities, and isolate relative value through sophisticated analytical tools.
FX Overview Page
Top 10 Movers: Easily isolates the top FX movers and provides you with the beta, alpha, excess move and commentary contributing to those moves.
CitiFXSM Wire: Your central source for live Citi Research, strategy, trader commentary and intraday desk talk coming through our global team of FX journalists. Easily filter by topic or region.
FX Monitor: Follow live markets with levels coming from Citi’s FX trading desks. View by G10 or Region. Drag and drop any currency pair into the chart to easily view historical performance and upcoming economic releases.
Market Monitors
Follow spot, forward and volatility markets with levels from Citi’s FX trading desks.
Spot Prices: Follow live spot rates for major and local market currency pairs. Chart historical performance, download data and copy charts to your clipboard.
Forward Rates: Monitor full forward-term structures with intraday points and outright rates for over 100 pairs.
Vol: View current ATMs, 25 STRs, and 25 RRs for over 40 currency pairs.
FX Rates Snapshots
View and download Citi intraday and historical levels.
Closing Rates: End-of-day spots, forwards and vol from Citi’s regional desks around the world.
Benchmark Rates: Current and historical Citi fixing rates for spots, crosses and forwards.
CitiFXSM Quant
Access Citi’s sophisticated, proprietary analytical applications.
Positioning Indicator: View aggregated, normalized flows of active, profit-seeking FX traders based on actual positions from 46 currency trading programs developed by managers on the CitiFXSM Access platform and CitiFXSM Quant.
G10 Scorecard: Quickly and easily identify the relative appeal of developed market currencies based on CitiFX’s model, which considers fundamental, technical and market-driven factors.
Economic and Inflation Surprise Indicators: View historical differences between economic data releases and consensus expectations and see how FX spot prices move in response to the surprises.
Early Warning Signal: Citi’s currency hedging tool for emerging market currency exposure incorporates 12 variables to measure economic and financial stress in EM market economies and identify effective currency hedges.
Macro Risk Index: Monitor changes in investor attitudes and risk appetites across assets using measures of Corporate Risk, Liquidity Risk, Emerging Market Risk and Price Risk.
Commodity Terms of Trade: Measure the impact of commodity price moves on economies and currencies.
WERM Fair Value: Find out the equilibrium exchange rate levels from Citi's fair value model for currencies.
Risk Flow Indicator: A measure of yield appetite, which measures how closely Citi's client flow is aligned with carry.
CitiFXSM Quant - Overview Page: One-stop summary of all of Citi's tools and indicators.
Charting
Comprehensive cross-product charting, correlation and regression analysis.
Features more than 500,000 time series including spot, forward, strategy, and implied and realized vol.
Use math functions to chart moving average, daily change, daily percent change or create your own mathematical expressions.
Customize chart labels, colors and styles.
Export data and charts, or save them for future use.
>> LOGIN TO CITIVELOCITY
To request access, please contact efxsales@citi.com
