CLS monthly data - November 2015

Total input volumes1 and values

In November 2015:

  • The average daily input volume submitted to CLS, combining the settlement and aggregation services, was 964,810 down 8.7% from 1,056,574 in October 2015
  • The average daily input value submitted to CLS was USD4.41 trillion down 5.0% from USD4.64 trillion in October.

 

 

 

November 2014

October 2015

November 2015

Average daily input volume of instructions submitted to CLS

1,385,840

1,056,574

964,810

CLS Settlement Service input

949,406

836,188

764,868

CLS Aggregation Service input

436,434

220,386 

199,942

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

USD5.17

USD4.64

USD4.41

 

 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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