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London Office Head Office

Exchange Square
London
GB

New York Office Head Office

32 Old Slip
New York
NY
US

Tokyo Office

Mitsui Ni-Goukan
Tokyo
JP

Telephone

0207 971 2218

Contact

Nicola Clayton
[email protected]

CLSMarketData

CLSMarketData is a comprehensive suite of FX data products designed to provide quality insight and analytics both in historical and real-time for financial efficiency, visibility and control.

Since its launch in 2002, CLS has warehoused the details of every trade by instrument (swap, spot, outright forward) for the 18 currencies it settles across 33 major currency pairs creating the largest single aggregated source of FX executed trade data available to the market. Access to this data provides an unparalleled view of market activity to support best execution, risk mitigation and reporting requirements.

All our data is transaction based, platform agnostic, and dynamic. By sharing our knowledge and partnering with clients, we can also offer bespoke FX analysis and insights for market and in-country research.

FX volume contains predictive information...which generates substantial economic value*.

Data highlights:

  • Executed trade data for 18 currencies, settled by CLS reflected across 33 major currency pairs
  • Aggregated trade volumes delivered by currency pair and in terms of both number of trades and total value in USD equivalent on an intraday hourly, daily and monthly basis
  • Data sets are compatible with most industry wide statistical software and consist exclusively of aggregated executed trade data not quoted data
  • Quality-controlled by CLS and adjusted to equate to the same reporting convention used by the Bank for International Settlements (BIS) and the semiannual foreign exchange committee market reports.

The benefits

  • Access to over 50% of global FX volumes
  • Aggregated executed trade data for 18 currencies across 33 major currency pairs
  • Standardized and easy-to-use data sets made available through an open data delivery

View other products from CLS UK Intermediate Holdings

CLS Settlement

CLS is the world leader in FX settlement solutions. Our clients benefit from increased liquidity – with their funding requirements reduced by more than 96% through multilateral netting. We deliver this alongside reduced settlement risk and improved efficiency. Since our launch in 2002, we have significantly reduced settlement risk across 18 currencies eligible for CLSSettlement. …

CLSMarketData | SIGTech

Experience the collaboration – CLSMarketData | SIGTech Combining the largest single source of FX alternative trade data with SIGTech’s expertise in multi-asset systematic investing, portfolio managers and quant researchers can find trading signals more effectively and derive greater value from our data. Finding signals from multiple data sets can be repetitive and labor intensive. With …

CLSSameday

Reduce settlement risk for same-day FX trades that are currently traded after CLSSettlement’s cut-off times through our additional settlement session. CLSSameday allows market participants to reduce FX settlement risk by providing an additional settlement session for payment instructions which had not previously been eligible for settlement due to CLSSettlement cut-off times. We run an Americas same-day …