Transactional Ticket Volume - FX (Transactions)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 1,999 317,483 319,481
NDF 24,386 65,573 89,958
Options 1,228 11,530 12,758
Exotics 0 3,702 3,702
Cross Currency 3 1,253 1,256
TOTAL 27,615 399,540 427,155
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 247,993 87,857 11,196 3,225 1,185 351,457
EUROPE 120,099 598 2,842 1,061 595 125,195
EUR 56,979 205 1,819 713 279 59,995
GBP 29,000 142 843 329 253 30,568
CHF 9,928 98 91 5 14 10,136
OTHER2 24,192 153 89 14 49 24,497
AMERICAS/CARIBBEAN 28,311 18,870 2,416 233 146 49,976
CAD 17,936 50 664 68 48 18,766
BRL 15 9,973 436 34 6 10,464
OTHER3 10,360 8,846 1,316 131 92 20,745
ASIA/PACIFIC 83,202 68,100 5,472 1,874 382 159,031
JPY 21,025 168 1,485 285 187 23,151
CNY 8,049 937 778 512 5 10,281
KRW 774 18,438 251 60 31 19,554
HKD 5,676 62 44 1 17 5,800
AUD 16,092 135 797 744 52 17,820
OTHER4 31,586 48,361 2,117 272 90 82,426
OTHER5 16,381 289 466 57 62 17,255
EUR/non-USD 43,107 706 1,045 221 32 45,111
OTHER6 28,381 1,395 517 256 39 30,588
TOTAL 319,481 89,958 12,758 3,702 1,256 427,155
             
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 130,337 81,740 82,070 16,404 8,930 319,481
NDF 3,166 20,052 61,706 2,996 2,038 89,958
Options 1,950 4,283 2,930 1,811 1,784 12,758
Exotics 49 565 827 894 1,367 3,702
Cross Currency 0 1 9 45 1,201 1,256
TOTAL 135,502 106,640 147,543 22,151 15,320 427,155
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 1,709 360,841 2,288 274,124
NDF 44,992 93,948 3,779 37,197
Options 2,453 16,939 3 6,121
Exotics 0 4,197 0 3,207
Cross Currency 3 1,975 3 531
TOTAL 49,157 477,899 6,073 321,180
         
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]