FX Best Execution PracticesFX Transaction Cost AnalysisKnowledge HubCould a CLS Fee Increase Impact FX Trading Costs?

November 18, 2011by John Galanek

CLS Bank (the central clearer for about 70% of the interbank FX trading volume) today announced a fee increase to help offset rising costs due to more regulatory requirements. It is believed that banks pay on average around $1.20 on a per transaction basis currently, and the whisper number is for a 40% increase.

Although this is a big move in percentage terms, we think it will have little impact on currency transaction costs to most buy-side participants. If you think about it in basis point terms, on a $1 million trade, the current per ticket fee is about 1/100th of a basis point, so even if the fee doubled, it wouldn’t have a meaningful effect on bid/ask spreads in our opinion.

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