Transaction Dollar Volume - FX (Millions of USD) - 11/25/2022

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 2,569 7,657,849 7,660,418
NDF 203,062 400,888 603,950
Options 8,146 388,842 396,988
Exotics 0 34,833 34,833
Cross Currency 1,064 110,021 111,085
TOTAL 214,841 8,592,434 8,807,275
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 7,069,514 599,250 360,845 25,294 106,901 8,161,804
EUROPE 3,797,529 21,360 110,867 5,597 53,533 3,988,886
EUR 1,875,265 13,978 79,152 4,290 34,159 2,006,845
GBP 953,826 3,962 18,940 1,206 12,083 990,017
CHF 469,487 2,557 8,719 1 4,169 484,933
OTHER2 498,950 863 4,055 100 3,122 507,090
AMERICAS/CARIBBEAN 632,374 160,789 42,274 3,403 19,427 858,267
CAD 512,322 3,236 14,424 207 17,444 547,633
BRL 229 97,143 17,354 884 7 115,617
OTHER3 119,823 60,409 10,496 2,313 1,976 195,017
ASIA/PACIFIC 2,464,577 415,123 196,082 12,120 33,289 3,121,191
JPY 1,121,603 8,196 62,524 2,857 20,114 1,215,294
CNY 254,387 24,732 64,568 8,220 2,626 354,532
KRW 43,344 115,119 10,226 0 405 169,093
HKD 206,145 2,433 9,241 0 113 217,932
AUD 389,140 3,311 18,059 608 7,183 418,300
OTHER4 449,957 261,332 31,466 435 2,848 746,040
OTHER5 175,035 1,978 11,622 4,174 651 193,461
EUR/non-USD 467,150 3,295 26,518 2,942 1,071 500,976
OTHER6 123,754 1,405 9,625 6,597 3,113 144,494
TOTAL 7,660,418 603,950 396,988 34,833 111,085 8,807,275
             
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 4,696,965 1,361,576 1,058,788 391,876 151,213 7,660,418
NDF 52,449 273,080 213,368 45,286 19,767 603,950
Options 35,034 128,470 106,519 63,210 63,755 396,988
Exotics 1,827 4,875 11,381 2,924 13,827 34,833
Cross Currency 8 2,650 9,597 18,595 80,235 111,085
TOTAL 4,786,284 1,770,651 1,399,653 521,890 328,797 8,807,275
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 5,139 11,622,206 0 3,693,492
NDF 385,460 622,224 20,663 179,553
Options 16,293 605,935 0 171,749
Exotics 0 42,168 0 27,499
Cross Currency 1,466 165,460 661 54,582
TOTAL 408,357 13,057,993 21,325 4,126,874
         
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.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [email protected]