CLS monthly data - December 2015

11 January 2016

Total input volumes1 and values

In December 2015:

  • The average daily input volume submitted to CLS, combining the settlement and aggregation services, was 961,698 down 0.3% from 964,810 in November 2015
  • The average daily input value submitted to CLS was USD4.47 trillion up 1.4% from USD4.41 trillion in November.

 

 

 

December 2014

November 2015

December 2015

Average daily input volume of instructions submitted to CLS

1,223,109

964,810

961,698

CLS Settlement Service input

839,977

764,868

766,015

CLS Aggregation Service input

383,132

199,942 

195,683

Average daily input value of matched instructions submitted to CLS (USD trillion)

USD4.87

USD4.41

USD4.47

 

 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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