Transactional Dollar Volume - FX (Millions of USD)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 39,931 10,720,391 10,760,322
NDF 195,319 523,063 718,381
Options 5,284 360,384 365,668
Exotics 0 20,063 20,063
Cross Currency 301 119,696 119,997
TOTAL 240,835 11,743,597 11,984,431

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 9,934,381 706,010 317,454 18,038 118,141 11,094,023
EUROPE 5,418,692 19,790 136,061 8,454 66,706 5,649,702
EUR 2,979,463 11,006 76,141 5,815 35,401 3,107,827
GBP 1,512,142 5,610 49,225 2,621 25,438 1,595,037
CHF 434,391 2,370 9,212 3 4,150 450,126
OTHER2 492,696 804 1,482 15 1,717 496,713
AMERICAS/CARIBBEAN 734,987 221,960 43,537 689 9,879 1,011,052
CAD 575,735 560 13,650 201 8,630 598,776
BRL 290 158,949 16,422 310 194 176,164
OTHER3 158,963 62,451 13,465 178 1,055 236,111
ASIA/PACIFIC 3,589,562 461,829 123,133 7,569 39,742 4,221,833
JPY 2,121,805 4,771 55,237 5,635 18,440 2,205,889
CNY 157,208 21,856 25,833 151 174 205,221
KRW 39,210 146,515 6,844 769 349 193,687
HKD 221,391 522 1,094 0 484 223,491
AUD 652,726 2,064 12,112 312 10,862 678,077
OTHER4 397,221 286,101 22,012 701 9,433 715,468
OTHER5 191,140 2,431 14,723 1,326 1,815 211,435
EUR/non-USD 584,634 6,513 33,982 1,320 1,068 627,518
OTHER6 241,307 5,858 14,233 705 787 262,890
TOTAL 10,760,322 718,381 365,668 20,063 119,997 11,984,431
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 5,693,552 1,725,790 2,434,249 689,781 216,951 10,760,322
NDF 95,652 260,636 250,317 91,896 19,880 718,381
Options 38,380 129,599 85,915 57,276 54,498 365,668
Exotics 1,185 2,910 4,080 6,294 5,594 20,063
Cross Currency 0 765 428 39,265 79,539 119,997
TOTAL 5,828,769 2,119,699 2,774,988 884,513 376,463 11,984,431

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 10,499 16,008,727 69,364 5,432,055
NDF 354,802 722,254 35,835 323,871
Options 10,546 554,671 22 166,098
Exotics 0 25,342 0 14,783
Cross Currency 601 162,815 0 76,577
TOTAL 376,449 17,473,810 105,221 6,013,383
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]