Gross Notional Outstanding - FX (Millions of USD) - 09/09/2022

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 13,457 33,731,755 33,745,212
NDF 1,386,673 3,840,324 5,226,997
Options 107,355 6,433,479 6,540,834
Exotics 0 819,074 819,074
Cross Currency 97,153 11,593,886 11,691,040
TOTAL 1,604,637 56,418,519 58,023,157
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 31,066,417 5,190,309 5,847,724 439,400 11,179,432 53,723,282
EUROPE 14,566,576 210,386 2,108,912 129,978 6,160,857 23,176,710
EUR 7,818,566 119,589 1,636,560 92,839 3,782,322 13,449,876
GBP 3,638,773 50,740 324,773 33,790 1,829,630 5,877,706
CHF 1,498,683 23,717 119,936 2,449 268,423 1,913,207
OTHER2 1,610,554 16,341 27,643 901 280,482 1,935,921
AMERICAS/CARIBBEAN 2,873,346 1,236,633 655,795 16,281 1,255,056 6,037,110
CAD 2,135,681 21,252 346,345 9,197 901,031 3,413,506
BRL 976 599,013 162,810 5,171 14,653 782,623
OTHER3 736,688 616,368 146,640 1,913 339,372 1,840,982
ASIA/PACIFIC 12,759,402 3,701,512 2,930,896 159,251 3,629,891 23,180,952
JPY 5,225,917 82,045 1,105,287 43,068 1,908,541 8,364,858
CNY 2,159,408 198,416 873,686 87,159 160,848 3,479,517
KRW 166,675 978,730 71,120 7,436 86,566 1,310,528
HKD 1,322,987 23,224 223,087 270 141,253 1,710,823
AUD 1,874,113 31,808 214,202 5,402 996,240 3,121,765
OTHER4 2,010,301 2,387,288 443,513 15,916 336,442 5,193,461
OTHER5 867,094 41,778 152,121 133,890 133,628 1,328,510
EUR/non-USD 2,088,015 22,468 535,581 291,621 303,280 3,240,964
OTHER6 590,779 14,220 157,529 88,054 208,328 1,058,911
TOTAL 33,745,212 5,226,997 6,540,834 819,074 11,691,040 58,023,157
             
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 0-30 31-90 91-180 181-360 360+ Total
Swaps & Forwards 7,204,064 9,215,475 8,523,079 4,632,938 4,169,656 33,745,212
NDF 1,281,166 1,615,994 1,027,316 639,651 662,870 5,226,997
Options 444,672 999,247 1,162,565 1,614,142 2,320,209 6,540,834
Exotics 47,848 95,403 143,441 289,767 242,615 819,074
Cross Currency 11,045 127,084 486,206 390,165 10,676,539 11,691,040
TOTAL 8,988,795 12,053,204 11,342,607 7,566,662 18,071,888 58,023,157
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 25,325 47,373,071 1,588 20,090,440
NDF 2,612,785 5,535,059 160,561 2,145,590
Options 214,710 9,844,638 0 3,022,321
Exotics 0 1,042,551 0 595,597
Cross Currency 131,276 19,586,554 63,031 3,601,218
TOTAL 2,984,095 83,381,874 225,179 29,455,165
         
These tables show a weekly snapshot of gross notional amount outstanding. Individual tables break this down by product type, cleared status, tenor or currency. All numbers in the tables represent millions of USD. All tables include all participant types, tenors and currencies. For cleared swaps, these tables reflect only the legs held by the non-CCP counterparty; using this restriction, the numbers on this table are analogous to the notional value represented by futures open interest.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [email protected]