CLS FX trading activity | June 2019

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Reports
2 min read
Date
9 July 2019
Publication

1.88 USD trillion
Total daily traded volume submitted to CLS
Up 16.1 percent from USD1.62 trillion in June 2019


 

Average daily traded volume
submitted to CLS by product (USD trillion)*
June 2018 May 2019 June 2019
Forward 1.303 1.125 1.303
Swap 0.498 0.403 0.453
Spot 0.097 0.092 0.126
Total average daily traded volume submitted to CLS (USD trillion) 1.899 1.620 1.882

* 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.

In September 2018, CLS enhanced its methodology for calculating the average daily traded volume data to reflect the impact of the FX compression service, triReduce CLS FX, on trade volumes submitted to CLS. This has resulted in a non-material change to the average daily traded FX forward volume figures of - 0.5%. The data above reflects this calculation.

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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