Transactional Dollar Volume - FX (Millions of USD) - 11/22/2024

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 12,778 11,788,761 11,801,539
NDF 149,687 704,710 854,397
Options 42,840 989,713 1,032,553
OTHER* 20 248,043 248,063
TOTAL 205,325 13,731,226 13,936,551
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 11,111,249 849,340 942,144 243,705 13,146,439
EUROPE 5,396,089 31,260 476,714 135,770 6,039,833
EUR 2,685,884 16,006 399,494 88,248 3,189,632
GBP 1,309,706 6,252 46,450 35,715 1,398,124
CHF 615,144 5,453 27,137 7,403 655,137
OTHER2 785,354 3,550 3,632 4,404 796,940
AMERICAS/CARIBBEAN 1,043,888 239,964 100,329 42,885 1,427,067
CAD 842,300 5,202 58,561 36,398 942,461
BRL 19 140,770 19,706 34 160,530
OTHER3 201,569 93,992 22,063 6,453 324,076
ASIA/PACIFIC 4,315,671 569,630 344,465 63,098 5,292,864
JPY 1,819,453 10,738 83,397 43,146 1,956,734
CNY 756,163 37,821 165,319 3,805 963,108
KRW 69,090 137,631 7,677 607 215,005
HKD 348,172 8,505 9,779 2,007 368,463
AUD 670,195 5,455 23,169 7,605 706,424
OTHER4 652,598 369,480 55,125 5,929 1,083,132
OTHER5 355,600 8,486 20,636 1,952 386,675
EUR/non-USD 529,012 3,673 60,537 1,937 595,159
OTHER6 161,278 1,383 29,872 2,420 194,954
TOTAL 11,801,539 854,397 1,032,553 248,063 13,936,551
           
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 8,088,634 1,652,447 1,260,652 554,230 245,575 11,801,539
NDF 68,533 395,455 274,009 79,580 36,820 854,397
Options 113,479 314,646 248,699 153,337 202,392 1,032,553
OTHER* 94 8,433 9,191 51,230 179,115 248,063
TOTAL 8,270,741 2,370,982 1,792,550 838,377 663,901 13,936,551
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 21,613 17,515,257 3,942 6,062,265
NDF 292,802 1,057,928 6,571 351,492
Options 85,681 1,541,274 0 438,151
OTHER* 20 382,174 20 113,912
TOTAL 400,116 20,496,633 10,533 6,965,820
         
* 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].