CLS FX trading activity - January 2018

In January 2018:

The average daily traded volume submitted to CLS was USD1.805 trillion up 15.6 percent from USD1.562 trillion in December 2017.

 

 

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

January 2017

December 2017

January 2018

Swap

0.904

1.090

1.189

Spot

0.460

0.391

0.513

Forward

0.093

0.081

0.103

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

1.457

1.562

1.805

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.

 

Footnote:

[1] 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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