Transactional Ticket Volume - FX (Transactions) - 06/03/2022

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 279 364,719 364,998
NDF 39,327 65,282 104,609
Options 800 9,769 10,569
Exotics 1 3,319 3,320
Cross Currency 16 965 981
TOTAL 40,423 444,054 484,477
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 278,781 101,116 9,178 2,230 896 392,200
EUROPE 127,616 480 2,440 394 287 131,217
EUR 61,356 204 1,605 115 186 63,466
GBP 26,601 122 484 264 79 27,550
CHF 12,191 90 223 10 13 12,527
OTHER2 27,469 64 128 5 9 27,675
AMERICAS/CARIBBEAN 34,915 19,482 1,884 47 174 56,502
CAD 23,077 55 882 15 81 24,110
BRL 24 7,703 406 13 4 8,150
OTHER3 11,814 11,724 596 19 89 24,242
ASIA/PACIFIC 93,996 80,665 4,593 727 399 180,380
JPY 23,536 129 1,470 366 161 25,662
CNY 12,637 961 786 76 21 14,481
KRW 721 22,729 121 12 12 23,595
HKD 6,069 67 96 0 26 6,258
AUD 20,613 109 699 222 122 21,765
OTHER4 30,420 56,670 1,421 51 57 88,618
OTHER5 22,254 488 261 1,062 36 24,101
EUR/non-USD 48,891 1,456 893 340 11 51,591
OTHER6 37,326 2,037 498 750 74 40,685
TOTAL 364,998 104,609 10,569 3,320 981 484,476
             
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 124,682 123,117 77,185 30,790 9,224 364,998
NDF 3,379 21,909 68,151 9,674 1,496 104,609
Options 1,100 3,746 2,783 1,275 1,665 10,569
Exotics 36 379 668 638 1,599 3,320
Cross Currency 0 1 22 77 881 981
TOTAL 129,196 149,152 148,809 42,455 14,865 484,477
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 539 405,580 18 323,859
NDF 73,573 93,145 5,080 37,418
Options 1,600 14,645 0 4,893
Exotics 2 3,569 0 3,070
Cross Currency 19 1,534 13 396
TOTAL 75,734 518,472 5,111 369,636
         
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]