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FX Platforms – Jan 15 vols: Spot vols up 27% at Reuters

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The major platforms have now released their Jan 15 volumes, with all platforms spot volumes reporting very strong figures, driven by the increased volatility resulting from the SNB surprise move to withdraw the EURCHF 1.20 floor.

Reuters Spot: $135bn/day in Jan, up +27.4% on Dec, and unchanged compared to Jan 14 level of $135.1bn/day.

Reuters Other Products: $263bn/day in Jan, up +7.8%  on Dec, and up 10.6% compared to Jan 14 level of $238bn/day.

Reuters total: $398bn/day in Jan, up +13.7% on Dec, and up some +6.8% compared to Jan 14 level of $373bn/day.

EBS $129.6bn/day in Jan, up +23.7% on Dec, and +48.1% compared to Jan 14 level of $87.5bn/day.

As reported previouslyEBS also announced their new HTML5 platform initiatives.

Hotspot: $34.3bn/day in Jan, up +23.6% on Dec, and almost unchanged at +0.7% compared to Jan 14 level of $34bln/day, also Hotspot FX has now been sold to BATS Global Trading.

Reuters, EBS & Hotspot -table Jan 15

Reuters, EBS & Hotspot -chart1 Jan 15

Reuters, EBS and Hotspot FX volumes Jan 2015

According to Phil Weisberg, global head of FX, Thomson Reuters.

“This was a strong start to 2015, Volatility was comparatively high in the market, due principally to eurozone fears, and volumes were healthy as asset managers were assembling their hedging and investing strategies for the year.”

“This year we are expanding the services we offer to our customers and integrating our current platforms to provide users with even greater insight into the markets as well as greater abilities to act on these insights. We look forward to announcing some exciting innovations for our customers throughout the rest of 2015.”

As can be seen from chart below, Reuters clawed back above EBS spot vols in Jan, although will be interesting to see if they can retain that position for long.

Although, Michael Spencer of ICAP has talked about the strength of EBSDirect and how it may be starting to cannibalize and may at some point overtake EBSMarkets.

Reuters minus EBS - Jan 15

Reuters-EBS volume differences Jan 13-Jan 15

Meanwhile, CLS settlement system has reported a +9% rise in average daily value of FX trades settled through their platform in Jan 2015, and some 17.2% higher than in Jan 14.

The monthly rise roughly a third the average fall seem in the major platforms.

Details from the platform and charts are as follows:

CLS value of instructions submitted: $5,310bln/day, up +9% on the $4,870bln/day in Dec 14, and also almost unchanged at +0.4% compared to Jan 14.

CLS number of instructions submitted: 1,419,369, was up +16% on 1,223,109 in Dec 14, and +17.2% up on Jan 2014 level of 1,210,558.

Average Trade size: $3.74mln was down -6% on the $3.98mln in Dec 14 and down -14.4% compared to the $4.37mln in Jan 14.

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.

CLS - charts Jan 15

CLS Data: Value and number of transactions submitted to CLS in Jan 2015



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