The Depository Trust and Clearing Corporation's redesigned Global Trade Repository service platform went live the weekend of November 20, 2020.

The redesign has necessitated changes to the code used by staff to produce the Weekly Swap Report (WSR) and precludes publication at this time.

Publication of the WSR is expected to resume in early 2021.


Transactional Ticket Volume - FX (Transactions)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 2,484 371,916 374,399
NDF 26,150 75,765 101,915
Options 669 13,027 13,696
Exotics 0 4,409 4,409
Cross Currency 3 1,454 1,457
TOTAL 29,306 466,572 495,877
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 293,421 99,366 11,842 3,853 1,406 409,889
EUROPE 142,409 706 2,818 1,212 592 147,737
EUR 67,420 302 1,854 719 313 70,608
GBP 34,492 169 739 472 233 36,105
CHF 10,327 117 113 9 17 10,583
OTHER2 30,170 118 112 12 29 30,441
AMERICAS/CARIBBEAN 32,974 21,545 2,323 394 252 57,489
CAD 21,968 68 759 208 97 23,100
BRL 20 10,761 636 55 10 11,482
OTHER3 10,986 10,717 928 131 145 22,907
ASIA/PACIFIC 97,692 76,842 6,014 1,880 470 182,898
JPY 23,272 196 1,705 801 198 26,172
CNY 14,942 1,591 1,086 236 28 17,883
KRW 1,038 22,337 245 25 9 23,654
HKD 5,804 69 124 7 10 6,014
AUD 19,586 124 986 221 131 21,048
OTHER4 33,051 52,525 1,868 590 94 88,128
OTHER5 20,347 273 687 367 92 21,766
EUR/non-USD 47,463 1,059 1,290 421 26 50,259
OTHER6 33,515 1,490 564 135 25 35,729
TOTAL 374,399 101,915 13,696 4,409 1,457 495,877
             
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 154,392 123,840 56,156 29,537 10,475 374,399
NDF 5,217 32,008 54,182 8,491 2,017 101,915
Options 1,390 4,046 3,732 1,902 2,627 13,696
Exotics 51 526 931 892 2,009 4,409
Cross Currency 0 2 16 41 1,398 1,457
TOTAL 161,049 160,421 115,017 40,862 18,528 495,877
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 1,835 422,862 3,132 320,970
NDF 48,670 106,951 3,629 44,580
Options 1,336 18,829 2 7,225
Exotics 0 4,771 0 4,048
Cross Currency 5 2,321 1 587
TOTAL 51,847 555,734 6,765 377,409
         
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]