The market share report provides a breakdown of the market share and percent ranges held by quintile of reporting dealers. The data is presented for four foreign exchange instruments, thirteen currency pairs, and four counterparty types.
The ranges for each category are determined by the highest and lowest market share percentage for individual dealers within a specific quintile. The first quintile percentage represents a minimum for all dealers within the group while the last quintile percentage range reflects a maximum for all dealers within the group.
The aggregate market share for each category is calculated by adding the individual volume for all dealers within a specific quintile and dividing it by the total volume for the specific category.