Transactional Dollar Volume - FX (Millions of USD)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 52,403 8,055,163 8,107,566
NDF 173,995 735,489 909,484
Options 2,796 369,158 371,954
Exotics 0 47,929 47,929
Cross Currency 5,268 124,371 129,640
TOTAL 234,463 9,332,111 9,566,573
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 7,529,517 902,449 317,156 45,686 124,689 8,919,497
EUROPE 3,941,285 39,063 106,479 14,796 70,465 4,172,088
EUR 1,948,776 26,221 68,539 9,342 49,980 2,102,858
GBP 1,078,502 8,306 30,000 5,141 17,953 1,139,902
CHF 457,187 3,855 7,625 244 672 469,582
OTHER2 456,819 681 315 70 1,860 459,746
AMERICAS/CARIBBEAN 520,472 140,110 60,038 16,055 19,202 755,878
CAD 412,618 3,265 21,281 2,617 16,601 456,381
BRL 20 64,047 14,740 89 757 79,654
OTHER3 107,834 72,799 24,016 13,349 1,844 219,842
ASIA/PACIFIC 2,886,613 719,985 139,917 14,063 32,793 3,793,370
JPY 1,548,571 16,897 65,333 5,420 13,883 1,650,103
CNY 220,143 30,635 20,722 1,171 394 273,066
KRW 44,145 102,044 5,210 69 532 151,999
HKD 182,975 1,449 3,630 0 1,612 189,667
AUD 465,044 8,300 15,717 2,014 10,257 501,332
OTHER4 425,735 560,660 29,305 5,389 6,115 1,027,203
OTHER5 181,148 3,292 10,722 771 2,229 198,161
EUR/non-USD 445,928 3,152 34,026 1,277 2,889 487,273
OTHER6 132,121 3,883 20,772 967 2,061 159,804
TOTAL 8,107,566 909,484 371,954 47,929 129,640 9,566,573
             
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 5,628,916 778,559 1,021,318 480,041 198,731 8,107,566
NDF 197,037 431,337 207,424 44,886 28,801 909,484
Options 52,779 110,385 89,771 55,366 63,653 371,954
Exotics 501 7,773 9,279 5,621 24,755 47,929
Cross Currency 0 0 851 14,983 113,806 129,640
TOTAL 5,879,233 1,328,055 1,328,643 600,896 429,746 9,566,573
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 4,609 11,821,126 100,198 4,289,201
NDF 317,346 993,118 30,645 477,859
Options 5,592 571,225 0 167,090
Exotics 0 56,026 0 39,833
Cross Currency 10,309 185,346 228 63,396
TOTAL 337,856 13,626,842 131,070 5,037,379
         
These tables represent swap dollar volumes for new trades in the current week, broken down by product type, tenor, and cleared status. 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.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.