CLS Monthly Data - December 2013

16 January 2014

Total Input Volumes1 and Values

In December 2013:

  • The average daily volume submitted to CLS, combining the settlement and aggregation services, was 988,674 down 9.6% from 1,094,020 in November.
  • The average daily value submitted to CLS was US$4.87 trillion, down 0.4% from US$4.89 trillion in November.

 

 

 

2013 Q1

 

2013 Q2

 

2013 Q3

 

2013 Q4

November
2013

December
2013

2012
Full Year

2013
Full Year

Average daily volume of instructions submitted to CLS



1,269,521



1,352,308



1,112,199



1,040,015

1,094,020

988,674

1,021,223



1,192,624

CLS Settlement Service Input


829,715


901,494


760,051


714,477


749,247


675,891


689,090


801,054

CLS Aggregation Service Input


439,806


450,814


352,148


325,538

344,773

312,783

332,133


391,570

Average daily value of matched instructions submitted to CLS (US$ trillion)

 

$5.17

 

$5.13

 

$4.74

 

$4.92

$4.89

$4.87

$4.70



$4.99


1 Input volumes are the number of instructions received by CLS on a given day for future settlement. Input instructions are not necessarily settled during the month in which they were submitted. Note: CLS reports both sides of an FX transaction.

To adjust the average daily value data to equate to the same reporting convention used by the Bank for International Settlements and the semi-annual foreign exchange committee market reports, the gross values should be divided by two. In January 2013, CLS recalculated its monthly data, resulting in non-material changes to volume figures by an average of 0.5%. The data above reflects this calculation.

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