CLS FX trading activity of April down 5 percent than in March 2017
CLS FX trading activity1 – April 2017
In April 2017:
-
The average daily traded volume submitted to CLS was USD1.52 trillion down 5.0 percent from USD1.60 trillion in March 2017.
|
|
April 2016 | March 2017 | April 2017 |
| Average daily traded volume submitted to CLS by product (USD trillion) | |||
| Swap | 0.976 | 1.039 | 0.988 |
| Spot | 0.473 | 0.462 | 0.435 |
| Forward | 0.075 | 0.095 | 0.093 |
| Total average daily traded volume submitted to CLS (USD trillion) | 1.52 | 1.60 | 1.52 |
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.
Source: CLS
