CLS FX trading activity | February 2017

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2 min read
Date
13 March 2017
Publication

1.50 USD trillion
Total daily traded volume submitted to CLS
Up 2.7 percent from USD1.46 trillion in January 2017


 

Average daily traded volume
submitted to CLS by product (USD trillion)*
February 2016 January 2017 February 2017
Forward 0.893 0.904 0.978
Swap 0.556 0.460 0.427
Spot 0.079 0.093 0.092
Total average daily traded volume submitted to CLS (USD trillion) 1.53 1.46 1.50

* 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.

* 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.

Data is available for subscription through Quandl 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: https://www.quandl.com/browse?idx=database-browser_ currency-data_traditional-currencies_volumes.

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