Transactional Dollar Volume - FX (Millions of USD)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 45,801 7,932,464 7,978,265
NDF 147,349 358,599 505,948
Options 9,045 442,676 451,721
Exotics 0 44,193 44,193
Cross Currency 2,823 66,370 69,193
TOTAL 205,018 8,844,302 9,049,320
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 7,451,890 500,898 403,309 42,174 66,391 8,464,661
EUROPE 4,194,118 29,239 169,886 25,334 34,977 4,453,553
EUR 2,330,323 21,752 147,700 23,271 23,139 2,546,185
GBP 1,045,842 5,080 10,673 592 11,180 1,073,368
CHF 342,407 1,503 5,739 9 358 350,016
OTHER2 475,546 904 5,773 1,461 300 483,984
AMERICAS/CARIBBEAN 657,584 130,768 58,030 4,731 11,260 862,373
CAD 528,714 1,824 24,917 970 8,598 565,023
BRL 9 68,798 14,824 634 103 84,368
OTHER3 128,861 60,146 18,288 3,127 2,559 212,981
ASIA/PACIFIC 2,392,531 337,659 156,729 10,305 17,496 2,914,721
JPY 1,095,692 4,152 64,460 2,213 6,916 1,173,432
CNY 209,267 20,792 30,558 1,341 403 262,361
KRW 44,284 92,735 8,050 1,891 159 147,120
HKD 193,818 1,156 9,621 33 779 205,406
AUD 449,522 4,482 18,228 3,080 5,809 481,121
OTHER4 399,949 214,342 25,813 1,747 3,429 645,281
OTHER5 207,657 3,232 18,665 1,803 2,658 234,015
EUR/non-USD 409,784 2,852 31,788 1,433 1,648 447,504
OTHER6 116,592 2,198 16,624 586 1,155 137,155
TOTAL 7,978,265 505,948 451,721 44,193 69,193 9,049,320
             
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 5,618,782 897,890 990,496 325,087 146,011 7,978,265
NDF 48,176 202,842 200,179 34,778 19,973 505,948
Options 35,451 137,541 126,923 71,868 79,937 451,721
Exotics 1,397 6,844 16,568 9,658 9,726 44,193
Cross Currency 0 12 687 10,157 58,337 69,193
TOTAL 5,703,806 1,245,129 1,334,853 451,548 313,984 9,049,320
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 7,386 11,731,046 84,217 4,133,882
NDF 266,755 533,541 27,942 183,658
Options 17,861 677,445 229 207,907
Exotics 0 54,981 0 33,405
Cross Currency 4,875 104,511 771 28,229
TOTAL 296,876 13,101,523 113,159 4,587,081
         
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.