Transactional Ticket Volume - FX (Transactions) - 11/22/2024

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 342 373,216 373,558
NDF 17,106 128,180 145,286
Options 652 16,710 17,362
OTHER* 1 1,701 1,702
TOTAL 18,101 519,806 537,907
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 300,827 136,851 15,040 1,620 454,338
EUROPE 136,166 1,245 5,601 795 143,807
EUR 57,651 930 4,201 502 63,284
GBP 33,663 87 844 213 34,806
CHF 11,653 83 439 36 12,211
OTHER2 33,198 145 118 44 33,505
AMERICAS/CARIBBEAN 32,945 34,092 2,692 207 69,936
CAD 20,220 97 1,003 135 21,456
BRL 20 17,107 605 1 17,733
OTHER3 12,705 16,888 1,084 71 30,747
ASIA/PACIFIC 108,461 101,054 6,002 539 216,056
JPY 26,525 122 1,668 251 28,566
CNY 22,638 1,068 1,918 83 25,707
KRW 998 28,522 230 24 29,775
HKD 6,619 74 53 31 6,777
AUD 18,273 85 941 41 19,340
OTHER4 33,408 71,183 1,191 110 105,892
OTHER5 23,255 460 745 79 24,539
EUR/non-USD 44,910 7,687 1,617 17 54,230
OTHER6 27,820 748 705 66 29,339
TOTAL 373,558 145,286 17,362 1,702 537,907
           
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 157,462 123,822 55,836 22,834 13,603 373,558
NDF 10,731 35,589 89,651 6,666 2,649 145,286
Options 1,447 5,349 4,561 2,642 3,364 17,362
OTHER* 3 14 31 102 1,552 1,702
TOTAL 169,643 164,774 150,078 32,244 21,168 537,907
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 575 419,317 108 327,114
NDF 33,382 172,338 830 84,021
Options 1,305 24,350 0 9,069
OTHER* 1 2,743 1 659
TOTAL 35,263 618,748 939 420,864
         
* Includes cross-currency and exotics.
These tables show swap transaction volumes for current week, by product and clearing status (number of new trades), all participant types, tenors, and currencies. For cleared swaps, this table reflects the creation of only one of the two swaps that results from the clearing process. All new trades are included in ticket volumes.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [email protected].