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Retail data may not immediately sound valuable in the vast FX spot market, but it deserves a closer look.

While institutional flows can provide valuable signals, they are often aggregated with less informative activity, such as high-frequency trading and liquidity provision, where holding periods are measured in seconds rather than hours or days.

On professional retail trading platforms, however, the majority of flows are more likely to represent directional positioning in the FX market. This is particularly true in Japan, where FX is a favoured asset class among retail investors.

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The chart shows a sample of the data we analyse: aggregated hourly retail trading flows in AUD/JPY from Gaitame, showing how retail activity evolves through time.

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Japanese retail foreign exchange flow data

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