CLS FX trading activity August 2019

In August 2019

The average daily traded volume submitted to CLS was 1.75 trillion – no change from USD1.75 trillion in July 2019.

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

August 2018

July 2019

August 2019

Swap

1.097

1.251

1.198

Spot

0.425

0.388

0.441

Forward

0.083

0.111

0.111

Total average daily traded volume submitted to CLS (USD trillion)

1.605

1.750

1.750

* 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.

About CLS data

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.

CLSMarketData is available for subscription through CLS. The market data reports contain executed trade volume (number of trades and total value in USD), prices and flow by hour or day. The data is aggregated by trade instrument (spot, swap and outright forward) and currency pair and can be delivered intraday hourly or end of day. For more information please email sales@cls-group.com.

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