Transactional Dollar Volume - FX (Millions of USD) - 01/26/2024

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 5,114 10,503,705 10,508,819
NDF 133,260 808,767 942,027
Options 14,320 605,940 620,260
OTHER* 103 173,388 173,491
TOTAL 152,797 12,091,800 12,244,597
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 9,864,571 937,527 543,423 163,762 11,509,283
EUROPE 4,626,285 60,154 173,427 92,912 4,952,778
EUR 2,302,947 25,536 125,183 72,017 2,525,682
GBP 1,118,442 17,020 30,859 16,751 1,183,072
CHF 560,084 11,445 14,152 3,564 589,245
OTHER2 644,813 6,153 3,233 581 654,779
AMERICAS/CARIBBEAN 825,196 281,746 68,328 20,736 1,196,005
CAD 622,574 7,871 28,859 15,715 675,020
BRL 11 153,115 21,572 1,621 176,319
OTHER3 202,611 120,759 17,897 3,399 344,666
ASIA/PACIFIC 4,180,462 590,254 289,589 48,758 5,109,064
JPY 1,851,836 23,093 103,619 26,540 2,005,088
CNY 730,363 30,796 101,038 5,599 867,797
KRW 46,035 138,021 9,833 1,846 195,736
HKD 452,196 10,171 16,406 683 479,457
AUD 566,076 8,007 22,778 10,088 606,949
OTHER4 533,955 380,165 35,914 4,003 954,037
OTHER5 232,628 5,373 12,079 1,356 251,436
EUR/non-USD 504,402 2,628 52,189 5,354 564,574
OTHER6 139,846 1,871 24,649 4,375 170,740
TOTAL 10,508,819 942,027 620,260 173,491 12,244,597
           
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. 
8 Includes cross-currency and exotics. 

FX by Product & Tenor (Calendar Days)

Product 0-7 8-30 31-90 91-180 180+ Total
Swaps & Forwards 7,506,228 1,017,891 1,325,966 443,644 215,090 10,508,819
NDF 58,719 372,342 381,248 89,711 40,007 942,027
Options 60,142 185,059 182,290 80,059 112,711 620,260
OTHER* 973 7,908 13,161 35,529 115,919 173,491
TOTAL 7,626,062 1,583,201 1,902,664 648,943 483,727 12,244,597
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 8,389 15,220,245 1,839 5,787,164
NDF 259,733 1,250,626 6,787 366,908
Options 28,640 951,909 0 259,972
OTHER* 196 281,286 10 65,490
TOTAL 296,959 17,704,066 8,635 6,479,534
         
* Includes cross-currency and exotics.
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].