Transactional Ticket Volume - FX (Transactions)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 1,695 303,412 305,107
NDF 20,205 53,471 73,676
Options 142 11,969 12,111
Exotics 0 4,007 4,007
Cross Currency 0 856 856
TOTAL 22,041 373,716 395,757

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 246,212 72,417 10,505 3,654 786 333,575
EUROPE 119,740 471 2,568 884 316 123,980
EUR 60,238 195 1,876 748 254 63,312
GBP 24,628 112 472 101 38 25,352
CHF 9,972 77 176 7 6 10,238
OTHER2 24,901 87 44 28 18 25,078
AMERICAS/CARIBBEAN 26,941 16,424 1,674 191 127 45,356
CAD 17,387 41 700 92 30 18,251
BRL 30 7,727 403 25 8 8,193
OTHER3 9,523 8,656 571 74 89 18,913
ASIA/PACIFIC 80,921 55,274 5,765 2,526 246 144,731
JPY 16,438 127 1,159 1,114 78 18,916
CNY 12,609 1,355 567 137 9 14,677
KRW 795 14,678 159 32 20 15,684
HKD 6,586 40 107 1 15 6,749
AUD 17,754 117 888 962 48 19,769
OTHER4 26,739 38,957 2,885 280 76 68,936
OTHER5 18,610 249 498 53 97 19,507
EUR/non-USD 38,232 665 987 118 28 40,030
OTHER6 20,662 594 619 235 42 22,152
TOTAL 305,107 73,676 12,111 4,007 856 395,757
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 129,574 77,850 75,553 14,195 7,935 305,107
NDF 5,056 15,601 48,021 2,945 2,053 73,676
Options 1,799 4,522 2,632 1,308 1,850 12,111
Exotics 30 402 783 864 1,928 4,007
Cross Currency 1 1 4 31 819 856
TOTAL 136,460 98,375 126,994 19,343 14,586 395,757

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 225 348,217 3,164 258,607
NDF 36,915 73,568 3,495 33,375
Options 283 16,930 0 7,009
Exotics 0 4,617 0 3,397
Cross Currency 1 1,293 0 419
TOTAL 37,424 444,625 6,659 302,807
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]