Transactional Dollar Volume - FX (Millions of USD) - 06/03/2022

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 1,369 7,996,943 7,998,312
NDF 174,549 450,518 625,067
Options 5,883 353,877 359,760
Exotics 29 24,863 24,892
Cross Currency 386 113,784 114,170
TOTAL 182,215 8,939,985 9,122,200
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 7,498,383 618,336 316,321 21,102 112,290 8,566,432
EUROPE 3,900,488 30,894 99,450 10,047 44,508 4,085,387
EUR 2,063,491 19,602 73,448 6,915 29,414 2,192,869
GBP 983,067 5,220 15,670 3,076 11,778 1,018,810
CHF 352,538 5,019 7,331 28 1,973 366,889
OTHER2 501,393 1,054 3,001 28 1,343 506,819
AMERICAS/CARIBBEAN 889,723 177,083 58,556 1,081 21,617 1,148,060
CAD 749,131 1,900 27,371 212 18,383 796,998
BRL 21 78,179 17,757 245 288 96,491
OTHER3 140,571 97,004 13,427 623 2,945 254,571
ASIA/PACIFIC 2,546,447 407,089 152,809 5,692 44,526 3,156,563
JPY 1,104,277 9,769 62,993 1,309 24,432 1,202,780
CNY 207,456 17,237 36,829 1,949 872 264,343
KRW 27,886 90,441 5,837 910 168 125,242
HKD 208,088 3,403 9,532 0 997 222,020
AUD 568,266 6,027 15,481 587 13,534 603,894
OTHER4 430,474 280,213 22,137 938 4,522 738,284
OTHER5 161,724 3,270 5,506 4,283 1,640 176,422
EUR/non-USD 359,744 3,730 31,800 2,431 554 398,259
OTHER6 140,185 3,001 11,639 1,359 1,326 157,509
TOTAL 7,998,312 625,067 359,760 24,892 114,170 9,122,200
             
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 4,914,985 1,136,145 1,347,964 478,059 121,159 7,998,312
NDF 47,433 261,596 210,817 86,450 18,771 625,067
Options 44,766 95,193 115,579 44,563 59,660 359,760
Exotics 218 5,461 7,931 4,405 6,877 24,892
Cross Currency 0 701 6,807 31,771 74,891 114,170
TOTAL 5,007,402 1,499,096 1,689,097 645,248 281,358 9,122,200
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 2,528 11,669,057 209 4,324,829
NDF 325,739 674,683 23,358 226,353
Options 11,766 551,075 0 156,678
Exotics 57 32,462 0 17,264
Cross Currency 496 168,938 276 58,630
TOTAL 340,587 13,096,215 23,843 4,783,755
         
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]