CLS FX trading activity - August 2017

14 September 2017

In August 2017:

  • The average daily traded volume submitted to CLS was USD1.581 trillion down 1 percent from USD1.596 trillion in July 2017.

 

August 2016 July 2017 August 2017

Average daily traded volume submitted to CLS by product (USD trillion)

 

     
Swap 0.954 1.042 1.052
Spot 0.373 0.453 0.433
Forward 0.063 0.101 0.096
Total average daily traded volume submitted to CLS (USD trillion) 1.390 1.596 1.581

 

From January 2017, CLS altered the reporting methodology for the FX data it makes available on a monthly basis. The data provided is based on executed trade volumes submitted to CLS. It is adjusted to equate to the same reporting convention used by the Bank for International Settlements (BIS) and the foreign exchange committees' semi-annual FX volume surveys. These surveys only report one side of any trade, and only one of the four legs of FX swap trades, to avoid double counting the total amount of trades.

 

Please note: Due to rounding, numbers presented throughout the document may not add up precisely to the totals provided and percentages may not precisely reflect the exact figures.

 

Data is available for subscription in the form of three separate reports, showing activity by hour, day or month. The data reports contain executed trade volume in terms of both the number of trades and the total value in USD. The data is aggregated by trade instrument (spot, swap and outright forward) and currency pair and can be purchased by subscription by following this link.

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