Transactional Dollar Volume - FX (Millions of USD)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 47,904 10,712,260 10,760,165
NDF 181,993 559,321 741,314
Options 5,026 479,097 484,123
Exotics 0 24,998 24,998
Cross Currency 924 107,434 108,357
TOTAL 235,847 11,883,110 12,118,957

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 9,973,635 730,921 424,831 20,014 104,747 11,254,148
EUROPE 5,524,973 33,632 120,461 7,337 44,134 5,730,537
EUR 2,925,859 22,388 83,203 5,900 24,321 3,061,670
GBP 1,554,112 6,609 26,502 1,410 16,491 1,605,125
CHF 526,433 2,942 8,615 15 682 538,687
OTHER2 518,569 1,693 2,141 12 2,639 525,054
AMERICAS/CARIBBEAN 814,503 263,183 50,381 1,892 10,790 1,140,750
CAD 663,215 486 17,885 735 7,337 689,659
BRL 103 160,854 17,752 725 1,492 180,924
OTHER3 151,185 101,843 14,744 432 1,961 270,166
ASIA/PACIFIC 3,438,884 431,056 233,864 10,086 44,611 4,158,502
JPY 2,005,103 11,279 64,919 4,145 23,126 2,108,572
CNY 120,910 16,901 66,212 2,872 202 207,098
KRW 22,593 141,043 16,819 454 235 181,144
HKD 143,657 1,650 7,246 0 250 152,804
AUD 621,255 4,029 34,632 1,017 17,757 678,690
OTHER4 525,365 256,153 44,036 1,598 3,041 830,194
OTHER5 195,275 3,050 20,125 699 5,212 224,361
EUR/non-USD 566,261 5,230 38,988 4,523 2,329 617,332
OTHER6 220,269 5,162 20,304 460 1,281 247,477
TOTAL 10,760,165 741,314 484,123 24,998 108,357 12,118,957
1 Currency pairs having USD on one side are grouped into 4 geographic regions, namely Europe, Americas/Caribbean, Asia/Pacific, and Other.
2 Other major currencies in EUROPE region include SEK, NOK, DKK, PLN, and CZK.
3 Other major currencies in Americas/Caribbean region include MXN, CLP, COP, PEN, and ARS.
4 Other major currencies in Asia/Pacific include INR, TWD, SGD, NZD, and RUB.
5 Regions within the Other category include the Middle East and Africa.
6 Category includes currency pairs without USD or EUR leg. 
7 Top currency pairs for NDF not included above are USD versus INR, TWD, and IDR. 

FX by Product & Tenor (Calendar Days)

Product 0-7 8-30 31-90 91-180 180+ Total
Swaps & Forwards 6,407,207 1,172,580 2,482,385 502,271 195,721 10,760,165
NDF 104,422 204,581 367,842 39,404 25,066 741,314
Options 42,414 158,441 148,135 59,448 75,685 484,123
Exotics 1,207 3,877 5,441 3,932 10,541 24,998
Cross Currency 0 106 171 18,551 89,529 108,357
TOTAL 6,555,250 1,539,585 3,003,974 623,606 396,542 12,118,957

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 7,043 15,427,289 88,766 5,997,232
NDF 331,189 819,919 32,796 298,723
Options 10,052 731,629 0 226,566
Exotics 0 31,830 0 18,166
Cross Currency 1,848 161,410 0 53,457
TOTAL 350,132 17,172,077 121,562 6,594,144
These tables represent swap dollar volumes for new trades in the current week, broken down by product type, tenor, and cleared status. All numbers in the tables represent millions of USD. All tables include all participant types, tenors and currencies. For cleared swaps, these tables reflect only the legs held by the non-CCP counterparty.
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