Transactional Ticket Volume - FX (Transactions) - 01/26/2024

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 1,412 345,534 346,946
NDF 17,760 112,472 130,232
Options 632 12,062 12,694
OTHER* 4 2,874 2,878
TOTAL 19,808 472,942 492,750
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 274,495 126,446 10,619 2,628 414,188
EUROPE 122,684 597 2,912 967 127,160
EUR 49,096 182 1,966 534 51,778
GBP 31,307 148 599 371 32,426
CHF 12,136 123 285 56 12,599
OTHER2 30,144 144 62 6 30,356
AMERICAS/CARIBBEAN 30,078 35,937 2,040 449 68,505
CAD 17,625 102 697 187 18,611
BRL 28 18,639 579 85 19,332
OTHER3 12,425 17,195 764 178 30,561
ASIA/PACIFIC 104,633 89,449 5,292 1,130 200,504
JPY 24,626 163 1,699 376 26,864
CNY 20,667 1,100 1,104 85 22,956
KRW 931 26,688 170 54 27,841
HKD 8,271 94 88 17 8,469
AUD 17,359 113 732 473 18,677
OTHER4 32,780 61,292 1,500 126 95,697
OTHER5 17,100 463 375 82 18,020
EUR/non-USD 45,013 2,919 1,322 180 49,434
OTHER6 27,438 867 753 70 29,129
TOTAL 346,946 130,232 12,694 2,878 492,750
           
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. 
8 Includes cross-currency and exotics. 

FX by Product & Tenor (Calendar Days)

Product 0-7 8-30 31-90 91-180 180+ Total
Swaps & Forwards 146,253 86,164 85,355 15,214 13,959 346,946
NDF 3,510 16,092 102,623 4,329 3,678 130,232
Options 1,337 4,427 3,671 1,218 2,041 12,694
OTHER* 37 188 354 392 1,906 2,878
TOTAL 151,137 106,872 192,003 21,154 21,584 492,750
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 2,752 388,503 72 302,565
NDF 34,572 152,620 948 72,324
Options 1,264 18,068 0 6,056
OTHER* 7 3,683 1 2,065
TOTAL 38,595 562,874 1,021 383,010
         
* Includes cross-currency and exotics.
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].