Transactional Ticket Volume - FX (Transactions) - 09/16/2022

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 535 503,595 504,129
NDF 44,939 87,017 131,956
Options 688 16,298 16,986
Exotics 0 5,765 5,765
Cross Currency 76 1,885 1,961
TOTAL 46,237 614,560 660,797
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 399,046 128,691 14,879 4,123 1,798 548,537
EUROPE 194,109 907 4,652 457 677 200,802
EUR 90,636 529 3,142 322 396 95,025
GBP 47,751 162 1,026 86 182 49,207
CHF 18,112 119 354 49 54 18,688
OTHER2 37,610 97 130 0 45 37,882
AMERICAS/CARIBBEAN 44,354 23,141 3,137 266 207 71,105
CAD 27,877 81 1,539 175 75 29,747
BRL 13 11,128 673 31 2 11,847
OTHER3 16,464 11,932 925 60 130 29,511
ASIA/PACIFIC 134,334 103,788 6,613 1,976 816 247,527
JPY 33,821 182 2,055 1,410 403 37,871
CNY 21,447 1,758 1,455 100 137 24,897
KRW 1,140 30,950 202 18 18 32,328
HKD 8,766 96 62 11 38 8,973
AUD 27,675 160 1,222 321 76 29,454
OTHER4 41,486 70,642 1,617 116 144 114,004
OTHER5 26,250 854 477 1,424 98 29,103
EUR/non-USD 67,094 1,963 1,372 778 32 71,239
OTHER6 37,989 1,302 735 864 131 41,021
TOTAL 504,129 131,956 16,986 5,765 1,961 660,797
             
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 197,816 134,335 85,943 68,908 17,129 504,129
NDF 6,346 26,483 78,361 17,662 3,104 131,956
Options 1,499 4,739 5,014 2,737 2,997 16,986
Exotics 113 580 1,178 1,056 2,838 5,765
Cross Currency 0 2 37 115 1,807 1,961
TOTAL 205,774 166,138 170,533 90,478 27,875 660,797
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 1,047 568,008 22 439,182
NDF 84,119 126,860 5,758 47,174
Options 1,376 24,117 0 8,479
Exotics 0 6,667 0 4,863
Cross Currency 107 3,059 45 711
TOTAL 86,649 728,711 5,825 500,409
         
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]