Transaction Ticket Volume - FX (Transactions) - 11/25/2022

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 2,594 400,508 403,102
NDF 36,359 69,068 105,427
Options 1,096 11,397 12,493
Exotics 0 2,958 2,958
Cross Currency 52 1,162 1,214
TOTAL 40,101 485,093 525,194
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 311,958 102,228 10,936 2,248 1,053 428,423
EUROPE 153,955 419 2,914 520 405 158,213
EUR 72,064 170 2,002 329 221 74,786
GBP 36,915 108 593 185 122 37,923
CHF 13,993 92 175 5 39 14,304
OTHER2 30,984 49 144 1 23 31,201
AMERICAS/CARIBBEAN 31,590 20,384 2,016 85 189 54,264
CAD 20,261 58 870 40 83 21,312
BRL 22 10,751 610 19 1 11,403
OTHER3 11,307 9,575 536 26 105 21,549
ASIA/PACIFIC 105,676 81,160 5,577 796 429 193,637
JPY 22,351 126 1,545 672 181 24,875
CNY 19,347 1,517 997 54 114 22,029
KRW 1,213 25,420 220 0 13 26,866
HKD 7,360 72 127 0 5 7,564
AUD 21,090 92 887 53 67 22,189
OTHER4 34,316 53,933 1,801 17 49 90,116
OTHER5 20,737 265 429 847 30 22,308
EUR/non-USD 57,361 1,897 902 255 18 60,433
OTHER6 33,783 1,302 655 455 143 36,338
TOTAL 403,102 105,427 12,493 2,958 1,214 525,194
             
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 160,427 136,178 65,944 27,526 13,027 403,102
NDF 3,898 28,968 64,113 6,686 1,762 105,427
Options 1,755 4,361 2,840 1,464 2,073 12,493
Exotics 54 358 621 619 1,306 2,958
Cross Currency 1 3 46 46 1,118 1,214
TOTAL 166,135 169,868 133,563 36,342 19,286 525,194
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 5,188 448,495 0 352,522
NDF 69,348 99,832 3,371 38,303
Options 2,191 16,773 0 6,021
Exotics 0 3,237 0 2,679
Cross Currency 74 1,906 30 418
TOTAL 76,801 570,243 3,401 399,943
         
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]