Transactional Dollar Volume - FX (Millions of USD)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 1,515 9,401,507 9,403,022
NDF 232,847 542,291 775,138
Options 6,014 472,127 478,141
Exotics 26 34,146 34,172
Cross Currency 1,263 151,096 152,359
TOTAL 241,666 10,601,167 10,842,832
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 8,818,950 771,678 412,383 23,302 149,980 10,176,293
EUROPE 4,722,372 36,470 117,333 7,138 101,822 4,985,135
EUR 2,360,236 21,603 88,903 6,067 63,154 2,539,962
GBP 1,379,436 9,809 21,487 464 30,040 1,441,237
CHF 444,984 3,997 5,526 213 3,331 458,051
OTHER2 537,716 1,061 1,418 394 5,297 545,885
AMERICAS/CARIBBEAN 788,197 171,905 50,800 709 6,650 1,018,260
CAD 609,693 2,872 22,489 130 4,366 639,550
BRL 69 80,500 12,376 396 88 93,429
OTHER3 178,436 88,533 15,934 182 2,196 285,282
ASIA/PACIFIC 3,117,093 559,428 233,802 7,110 39,978 3,957,410
JPY 1,422,303 15,750 101,066 3,549 21,284 1,563,952
CNY 481,984 37,759 42,903 1,418 2,231 566,296
KRW 51,088 130,652 4,083 189 769 186,781
HKD 199,101 2,407 21,005 0 898 223,410
AUD 494,326 5,296 23,890 442 11,938 535,892
OTHER4 468,292 367,562 40,855 1,512 2,857 881,079
OTHER5 191,287 3,876 10,448 8,345 1,531 215,487
EUR/non-USD 460,753 1,473 51,930 6,152 1,084 521,393
OTHER6 123,320 1,987 13,828 4,718 1,294 145,147
TOTAL 9,403,022 775,138 478,141 34,172 152,359 10,842,832
             
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 6,288,404 1,278,647 1,247,500 385,070 203,402 9,403,022
NDF 53,606 319,989 315,367 44,715 41,461 775,138
Options 34,256 154,977 124,970 67,116 96,822 478,141
Exotics 3,143 7,172 8,658 6,815 8,385 34,172
Cross Currency 0 0 3,681 21,372 127,306 152,359
TOTAL 6,379,408 1,760,784 1,700,177 525,087 477,375 10,842,832
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 2,475 13,319,518 555 5,483,496
NDF 435,421 831,086 30,274 253,496
Options 12,028 700,216 0 244,037
Exotics 53 43,857 0 24,435
Cross Currency 1,438 225,639 1,087 76,554
TOTAL 451,416 15,120,316 31,916 6,082,017
         
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]