CLS monthly data - February 2016

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Date
29 February 2016
Publication

Monthly volumes and values, February 2016
Total input volumes1 and values



In February 2016:

  • The average daily input volume submitted to CLS, combining the settlement and aggregation services, was 1,220,828 down 2.3% from 1,249,226 in January 2016
  • The average daily input value submitted to CLS was USD4.86 trillion down 1.0% from USD4.91 trillion in January 2016.

  February 2015 January 2016 February 2016
Average daily input volume of instructions submitted to CLS 1,185,696 1,249,226 1,220,828
CLS Settlement Service input 839,062 986,086 946,012
CLS Aggregation Service input 346,634 263,140 274,816
Average daily input value of matched instructions submitted to CLS (USD trillion)2 USD4.87 USD4.91 USD4.86

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.

2 Please note due to a system issue, CLS has made revisions to the average daily input value of matched instructions published for January 2016 (changed from USD4.84 trillion to USD4.91 trillion) and February (changed from USD5.00 trillion to USD4.86 trillion). The data above accurately reflects this change and the system issue has now been resolved.

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. 

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