Transactional Dollar Volume - FX (Millions of USD) - 11/29/2024

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 9,682 12,397,061 12,406,744
NDF 177,680 766,960 944,639
Options 26,447 740,288 766,735
OTHER* 0 192,923 192,923
TOTAL 213,809 14,097,233 14,311,041
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 11,706,025 940,648 703,173 189,393 13,539,239
EUROPE 6,154,328 23,099 288,755 111,309 6,577,490
EUR 3,043,621 13,978 256,413 64,994 3,379,006
GBP 1,661,004 3,874 19,334 33,249 1,717,462
CHF 667,358 2,253 9,558 6,240 685,409
OTHER2 782,344 2,995 3,450 6,825 795,614
AMERICAS/CARIBBEAN 989,209 303,609 103,512 20,992 1,417,323
CAD 766,118 2,620 53,935 18,769 841,442
BRL 718 223,446 31,282 143 255,589
OTHER3 222,373 77,544 18,295 2,080 320,292
ASIA/PACIFIC 4,276,577 609,249 296,350 55,921 5,238,097
JPY 1,724,432 6,885 85,944 41,218 1,858,479
CNY 690,965 31,563 110,421 1,706 834,654
KRW 69,470 153,802 13,272 213 236,758
HKD 355,042 4,887 20,686 659 381,275
AUD 749,187 2,848 18,119 8,268 778,421
OTHER4 687,482 409,265 47,908 3,856 1,148,511
OTHER5 285,910 4,691 14,556 1,171 306,328
EUR/non-USD 510,690 2,506 42,141 1,993 557,331
OTHER6 190,029 1,485 21,421 1,537 214,472
TOTAL 12,406,744 944,639 766,735 192,923 14,311,041
           
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 7,747,403 1,921,863 2,047,579 503,985 185,914 12,406,744
NDF 99,702 354,212 347,103 101,734 41,889 944,639
Options 73,080 271,900 161,507 110,999 149,249 766,735
OTHER* 601 23,860 7,948 36,474 124,041 192,923
TOTAL 7,920,785 2,571,835 2,564,137 753,191 501,093 14,311,041
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 16,459 18,114,334 2,906 6,679,789
NDF 345,425 1,101,199 9,934 432,720
Options 52,894 1,145,365 0 335,212
OTHER* 0 314,333 0 71,514
TOTAL 414,777 20,675,231 12,840 7,519,235
         
* Includes cross-currency and exotics.
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 [email protected].