Transactional Ticket Volume - FX (Transactions)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 1,450 378,562 380,012
NDF 20,584 69,004 89,587
Options 99 10,442 10,541
Exotics 0 2,528 2,528
Cross Currency 1 1,153 1,154
TOTAL 22,133 461,688 483,821

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 293,605 86,687 9,110 2,065 1,097 392,563
EUROPE 150,411 655 2,488 796 503 154,854
EUR 69,548 240 1,440 348 260 71,837
GBP 35,989 193 703 437 199 37,521
CHF 15,689 77 252 6 27 16,051
OTHER2 29,185 145 93 5 17 29,445
AMERICAS/CARIBBEAN 30,943 22,740 1,733 192 146 55,754
CAD 19,581 40 664 118 57 20,460
BRL 22 11,790 629 34 12 12,487
OTHER3 11,340 10,910 440 40 77 22,807
ASIA/PACIFIC 93,302 62,985 4,355 828 351 161,820
JPY 24,426 103 1,343 456 132 26,461
CNY 11,730 1,544 547 87 14 13,922
KRW 936 17,852 147 24 15 18,974
HKD 7,343 42 26 0 10 7,421
AUD 19,839 84 523 147 55 20,648
OTHER4 29,028 43,360 1,769 114 125 74,396
OTHER5 18,949 307 534 249 96 20,135
EUR/non-USD 51,378 1,618 814 366 28 54,204
OTHER6 35,029 1,282 617 97 29 37,054
TOTAL 380,012 89,587 10,541 2,528 1,154 483,821
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 137,425 106,063 77,431 45,499 13,594 380,012
NDF 6,704 26,366 41,779 12,549 2,189 89,587
Options 1,856 2,926 2,119 1,657 1,983 10,541
Exotics 45 418 547 627 891 2,528
Cross Currency 0 6 8 71 1,069 1,154
TOTAL 146,030 135,780 121,884 60,403 19,725 483,821

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 194 429,910 2,706 327,214
NDF 37,529 90,840 3,638 47,167
Options 196 15,051 1 5,833
Exotics 0 2,832 0 2,224
Cross Currency 2 1,715 0 591
TOTAL 37,921 540,348 6,345 383,029
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]