Transactional Dollar Volume - FX (Millions of USD) - 10/20/2023

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 10,800 10,576,173 10,586,973
NDF 134,430 693,062 827,492
Options 16,624 628,106 644,730
OTHER* 50 220,032 220,082
TOTAL 161,905 12,117,372 12,279,277
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 9,810,274 822,148 555,470 211,250 11,399,141
EUROPE 4,809,772 49,964 200,949 106,016 5,166,701
EUR 2,304,268 28,625 134,181 63,724 2,530,798
GBP 1,350,455 11,617 32,528 36,604 1,431,204
CHF 518,373 6,350 31,260 2,189 558,173
OTHER2 636,676 3,372 2,980 3,499 646,527
AMERICAS/CARIBBEAN 844,672 222,347 77,465 44,352 1,188,836
CAD 643,748 6,316 25,759 24,306 700,129
BRL 52 106,054 19,093 976 126,175
OTHER3 200,872 109,977 32,613 19,070 362,532
ASIA/PACIFIC 3,924,642 546,596 264,493 59,606 4,795,336
JPY 1,731,457 23,218 128,902 33,995 1,917,572
CNY 523,200 34,912 59,493 7,693 625,298
KRW 40,430 118,243 5,301 708 164,683
HKD 418,244 7,341 16,383 25 441,993
AUD 661,495 8,533 18,777 8,673 697,479
OTHER4 549,815 354,349 35,636 8,512 948,312
OTHER5 231,188 3,241 12,564 1,276 248,268
EUR/non-USD 596,494 3,974 60,372 5,989 666,829
OTHER6 180,205 1,370 28,888 2,844 213,307
TOTAL 10,586,973 827,492 644,730 220,082 12,279,277
           
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 7,516,758 1,055,705 1,387,481 466,756 160,274 10,586,973
NDF 58,654 363,421 315,064 57,597 32,756 827,492
Options 92,827 200,522 194,586 73,567 83,228 644,730
OTHER* 3,405 6,134 19,458 39,754 151,332 220,082
TOTAL 7,671,643 1,625,781 1,916,588 637,674 427,590 12,279,277
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 14,774 15,601,216 6,826 5,551,129
NDF 260,420 1,087,363 8,441 298,760
Options 33,249 979,576 0 276,636
OTHER* 70 349,870 30 90,193
TOTAL 308,513 18,018,026 15,296 6,216,719
         
* 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].