Transactional Dollar Volume - FX (Millions of USD) - 09/16/2022

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 1,644 11,583,721 11,585,364
NDF 298,516 700,275 998,792
Options 15,798 613,915 629,713
Exotics 0 64,225 64,225
Cross Currency 1,652 199,261 200,913
TOTAL 317,610 13,161,397 13,479,007
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 10,771,668 991,786 563,065 47,535 196,279 12,570,332
EUROPE 5,992,346 59,223 209,890 16,285 110,924 6,388,668
EUR 2,881,617 34,189 161,292 10,101 59,888 3,147,087
GBP 1,576,189 14,224 36,630 5,971 33,558 1,666,570
CHF 821,336 7,607 9,142 214 9,415 847,714
OTHER2 713,204 3,203 2,827 0 8,063 727,297
AMERICAS/CARIBBEAN 961,812 190,119 77,214 2,726 17,384 1,249,256
CAD 771,393 5,226 38,973 688 15,494 831,774
BRL 17 78,839 22,814 610 67 102,347
OTHER3 190,402 106,055 15,427 1,427 1,823 315,135
ASIA/PACIFIC 3,579,838 736,569 261,573 21,793 66,002 4,665,774
JPY 1,581,968 21,239 85,600 5,788 47,270 1,741,865
CNY 426,980 38,141 89,724 7,548 3,035 565,428
KRW 43,016 200,433 12,101 2,040 440 258,029
HKD 250,407 5,999 4,910 51 1,142 262,510
AUD 688,565 9,468 24,334 539 4,871 727,777
OTHER4 588,903 461,290 44,904 5,827 9,243 1,110,166
OTHER5 237,673 5,875 14,388 6,730 1,969 266,634
EUR/non-USD 643,306 5,266 54,095 6,986 3,029 712,683
OTHER6 170,390 1,740 12,553 9,705 1,605 195,993
TOTAL 11,585,364 998,792 629,713 64,225 200,913 13,479,007
             
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 7,467,228 1,577,610 1,121,776 1,166,915 251,835 11,585,364
NDF 97,017 415,494 264,511 169,968 51,801 998,792
Options 52,619 163,399 184,160 124,537 104,998 629,713
Exotics 3,239 12,759 19,363 20,228 8,637 64,225
Cross Currency 0 1,759 18,974 45,179 135,001 200,913
TOTAL 7,620,104 2,171,021 1,608,783 1,526,827 552,273 13,479,007
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 3,219 17,327,149 69 5,840,292
NDF 560,931 1,103,644 36,101 296,907
Options 31,596 953,326 0 274,503
Exotics 0 90,261 0 38,190
Cross Currency 2,196 296,488 1,109 102,034
TOTAL 597,942 19,770,867 37,279 6,551,927
         
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]