November 18, 2019

CLS Announces Data Service for FX Forwards

CLS has announced that it will be releasing an FX Forward volume dataset as part of its suite of executed trade data products.

FX Forward volume data will focus on outright forwards and swaps, which provide an aggregated view of the forward market. 

This set of data is designed to provide valuable insights into the FX forward market for 33 major currency pairs.

Masami Johnstone, Head of Information Services, CLS said, “The fragmented nature of the FX market means there is a lack of visibility of the total volume across all venues. This dataset will enable the industry to better understand market dynamics based on aggregated volume data, particularly, to confirm pricing models, develop analytics for performance evaluation and further support trading models for the forward market.”

CLSMarketData provides access to anonymised, aggregated, and executed trade data sourced directly from market transactions. CLS processes transactions from over 70 settlement member banks and 25,000 of their customers, including asset managers, hedge funds, banks, corporates, governmental entities and non-bank financial institutions.

Most Viewed


Related Articles

June 30, 2022

SIMM Falls Short says PRA Letter to Banks


Risk Management

June 28, 2022

FMSB Statement of Good Practice on Trading Platform Disclosures



June 20, 2022

Regulatory change and data fragmentation are key challenges for 85% of firms