Transactional Ticket Volume - FX (Transactions)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 2,172 412,816 414,988
NDF 26,068 77,411 103,478
Options 146 16,150 16,295
Exotics 0 3,223 3,223
Cross Currency 1 1,124 1,125
TOTAL 28,386 510,723 539,109

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 318,685 100,517 14,351 2,793 1,030 437,375
EUROPE 147,930 713 2,795 734 323 152,495
EUR 67,156 232 1,699 372 190 69,650
GBP 34,472 154 768 285 111 35,789
CHF 13,634 91 220 65 9 14,019
OTHER2 32,668 236 108 12 13 33,037
AMERICAS/CARIBBEAN 33,368 23,546 2,244 736 145 60,039
CAD 22,480 47 822 526 58 23,933
BRL 24 12,593 670 55 11 13,353
OTHER3 10,864 10,906 752 155 76 22,753
ASIA/PACIFIC 116,546 75,609 8,588 1,119 397 202,259
JPY 28,763 158 1,890 535 169 31,515
CNY 20,877 1,082 949 109 13 23,030
KRW 878 23,923 323 29 9 25,162
HKD 5,412 70 86 0 1 5,569
AUD 20,662 107 1,124 269 112 22,274
OTHER4 39,954 50,270 4,216 177 93 94,710
OTHER5 20,841 648 724 204 165 22,582
EUR/non-USD 58,109 1,422 1,153 278 34 60,995
OTHER6 38,193 1,540 792 152 61 40,738
TOTAL 414,988 103,478 16,295 3,223 1,125 539,109
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 160,137 93,013 129,193 17,396 15,249 414,988
NDF 7,015 17,616 72,874 3,107 2,867 103,478
Options 2,420 5,509 4,008 1,675 2,684 16,295
Exotics 68 395 776 689 1,295 3,223
Cross Currency 0 6 4 30 1,085 1,125
TOTAL 169,639 116,539 206,854 22,897 23,179 539,109

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 149 470,399 4,194 355,233
NDF 47,530 108,457 4,605 46,364
Options 291 22,737 0 9,562
Exotics 0 3,518 0 2,928
Cross Currency 2 1,760 0 488
TOTAL 47,972 606,872 8,799 414,575
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]