Transactional Ticket Volume - FX (Transactions) - 09/29/2023

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 987 340,842 341,829
NDF 17,275 89,330 106,606
Options 679 14,579 15,259
OTHER* 43 3,952 3,995
TOTAL 18,984 448,705 467,689
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 264,469 103,079 13,060 3,745 384,354
EUROPE 124,617 481 3,689 1,747 130,534
EUR 52,949 188 2,287 1,052 56,476
GBP 31,812 119 745 603 33,279
CHF 11,397 77 536 51 12,061
OTHER2 28,459 97 122 41 28,718
AMERICAS/CARIBBEAN 32,316 30,417 2,943 707 66,384
CAD 17,569 80 723 243 18,615
BRL 37 15,980 816 70 16,903
OTHER3 14,711 14,358 1,404 394 30,866
ASIA/PACIFIC 92,604 71,835 5,958 1,226 171,624
JPY 22,409 110 1,820 713 25,051
CNY 14,472 1,130 830 99 16,530
KRW 662 20,504 180 21 21,366
HKD 6,783 93 49 23 6,948
AUD 18,218 90 915 137 19,359
OTHER4 30,060 49,910 2,165 234 82,369
OTHER5 14,932 346 469 65 15,812
EUR/non-USD 48,197 2,550 1,418 125 52,291
OTHER6 29,163 976 780 125 31,044
TOTAL 341,829 106,606 15,259 3,995 467,689
           
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 141,296 75,067 98,012 14,146 13,308 341,829
NDF 4,362 13,936 82,341 3,123 2,843 106,606
Options 1,913 5,142 5,113 1,033 2,058 15,259
OTHER* 96 208 575 592 2,525 3,995
TOTAL 147,668 94,353 186,040 18,893 20,735 467,689
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 1,914 375,823 59 305,862
NDF 33,588 121,014 962 57,647
Options 1,358 21,452 0 7,707
OTHER* 50 5,067 36 2,838
TOTAL 36,911 523,356 1,057 374,054
         
* 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].