Transactional Dollar Volume - FX (Millions of USD)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 48,564 6,410,052 6,458,616
NDF 149,142 323,094 472,236
Options 5,095 351,902 356,996
Exotics 0 28,859 28,859
Cross Currency 944 77,682 78,626
TOTAL 203,744 7,191,589 7,395,334

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 5,991,798 469,295 312,561 26,823 76,378 6,876,855
EUROPE 3,194,607 23,494 128,185 9,430 49,528 3,405,244
EUR 1,834,037 13,737 110,632 6,998 34,682 2,000,085
GBP 680,770 6,678 12,375 1,948 8,435 710,206
CHF 325,474 2,830 4,577 89 926 333,896
OTHER2 354,326 250 601 395 5,484 361,057
AMERICAS/CARIBBEAN 490,707 116,663 45,980 2,141 6,363 661,854
CAD 395,191 935 19,765 1,600 4,952 422,442
BRL 61 57,135 10,976 165 236 68,572
OTHER3 95,456 58,593 15,240 375 1,175 170,839
ASIA/PACIFIC 2,140,085 327,593 125,765 14,767 18,745 2,626,955
JPY 937,210 4,837 44,054 5,341 8,801 1,000,242
CNY 320,228 21,233 25,802 2,268 288 369,819
KRW 33,789 82,567 5,671 382 269 122,678
HKD 198,690 972 6,858 576 789 207,885
AUD 345,517 5,037 15,263 3,362 6,224 375,403
OTHER4 304,651 212,947 28,117 2,840 2,374 550,929
OTHER5 166,398 1,545 12,630 485 1,743 182,801
EUR/non-USD 384,733 1,915 29,901 684 847 418,080
OTHER6 82,085 1,025 14,534 1,352 1,401 100,398
TOTAL 6,458,616 472,236 356,996 28,859 78,626 7,395,334
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 4,497,173 768,670 737,852 331,195 123,728 6,458,616
NDF 42,773 175,849 188,297 41,722 23,594 472,236
Options 46,258 97,071 86,707 57,515 69,445 356,996
Exotics 754 9,375 6,851 5,001 6,879 28,859
Cross Currency 0 144 339 18,102 60,041 78,626
TOTAL 4,586,958 1,051,109 1,020,047 453,535 283,686 7,395,334

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 5,983 9,547,041 91,145 3,273,064
NDF 273,441 485,812 24,842 160,376
Options 10,189 535,470 0 168,334
Exotics 0 37,435 0 20,282
Cross Currency 1,888 111,559 0 43,805
TOTAL 291,501 10,717,317 115,987 3,665,861
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]