Transactional Ticket Volume - FX (Transactions)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 346 383,441 383,787
NDF 37,259 84,069 121,328
Options 621 12,546 13,167
Exotics 1 4,954 4,955
Cross Currency 45 1,175 1,220
TOTAL 38,270 486,186 524,457
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 308,304 118,914 11,386 3,903 1,144 443,650
EUROPE 144,598 688 2,779 986 551 149,601
EUR 67,265 284 1,776 587 339 70,251
GBP 34,566 157 767 377 156 36,022
CHF 13,277 114 184 16 28 13,619
OTHER2 29,490 133 52 6 28 29,709
AMERICAS/CARIBBEAN 34,916 20,755 2,286 109 89 58,155
CAD 20,710 86 914 35 30 21,775
BRL 31 9,052 483 20 4 9,590
OTHER3 14,175 11,617 889 54 55 26,790
ASIA/PACIFIC 107,193 97,046 5,899 1,692 445 212,273
JPY 24,899 173 1,710 831 172 27,785
CNY 20,234 1,632 884 56 64 22,869
KRW 1,166 24,481 145 8 25 25,825
HKD 7,386 55 168 0 33 7,642
AUD 20,537 168 1,026 593 94 22,418
OTHER4 32,971 70,536 1,966 204 57 105,733
OTHER5 21,598 425 423 1,116 59 23,621
EUR/non-USD 47,246 1,129 1,109 512 24 50,020
OTHER6 28,238 1,285 672 540 52 30,787
TOTAL 383,787 121,328 13,167 4,955 1,220 524,456
             
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 160,046 96,601 99,986 14,831 12,323 383,787
NDF 4,169 22,804 87,695 3,694 2,966 121,328
Options 952 4,397 3,761 1,673 2,385 13,167
Exotics 89 529 1,088 950 2,299 4,955
Cross Currency 0 0 17 37 1,166 1,220
TOTAL 165,255 124,332 192,546 21,185 21,139 524,457
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 687 420,713 4 346,170
NDF 69,803 120,079 4,714 48,060
Options 1,241 18,389 0 6,704
Exotics 2 5,202 0 4,706
Cross Currency 53 1,886 36 464
TOTAL 71,787 566,268 4,754 406,104
         
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]