The Depository Trust and Clearing Corporation's redesigned Global Trade Repository service platform went live the weekend of November 20, 2020.

The redesign has necessitated changes to the code used by staff to produce the Weekly Swap Report (WSR) and precludes publication at this time.

Publication of the WSR is expected to resume in early 2021.


Transactional Dollar Volume - FX (Millions of USD)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 60,458 9,416,141 9,476,599
NDF 183,698 521,451 705,148
Options 5,084 449,397 454,480
Exotics 0 33,039 33,039
Cross Currency 2,223 146,925 149,148
TOTAL 251,462 10,566,953 10,818,416
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 8,779,567 700,015 385,183 23,332 147,252 10,035,350
EUROPE 4,746,515 42,840 119,900 4,253 61,432 4,974,940
EUR 2,795,077 23,817 86,918 2,664 31,576 2,940,053
GBP 1,109,192 12,479 26,284 1,550 21,991 1,171,496
CHF 362,282 5,672 2,298 13 2,475 372,740
OTHER2 479,963 872 4,400 27 5,390 490,652
AMERICAS/CARIBBEAN 616,623 172,229 58,814 3,887 21,768 873,321
CAD 448,668 2,489 19,698 228 17,510 488,592
BRL 157 88,430 23,001 1,045 323 112,955
OTHER3 167,799 81,310 16,115 2,614 3,936 271,774
ASIA/PACIFIC 3,204,492 481,714 186,520 13,147 61,499 3,947,372
JPY 1,728,656 13,003 58,509 5,153 43,540 1,848,862
CNY 269,753 35,350 60,380 2,464 374 368,321
KRW 45,083 120,661 11,197 574 177 177,692
HKD 188,765 2,122 3,769 19 460 195,134
AUD 522,686 8,484 20,992 1,626 11,374 565,162
OTHER4 449,548 302,094 31,673 3,312 5,574 792,201
OTHER5 211,937 3,233 19,948 2,044 2,554 239,716
EUR/non-USD 549,493 2,954 54,173 9,230 1,192 617,042
OTHER6 147,539 2,179 15,125 477 704 166,025
TOTAL 9,476,599 705,148 454,480 33,039 149,148 10,818,416
             
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 6,215,522 1,238,947 1,254,891 610,772 156,467 9,476,599
NDF 57,388 366,664 200,728 58,629 21,740 705,148
Options 39,054 144,785 120,941 74,006 75,694 454,480
Exotics 1,473 10,323 7,236 3,619 10,389 33,039
Cross Currency 0 191 2,932 18,910 127,116 149,148
TOTAL 6,313,436 1,760,910 1,586,728 765,936 391,406 10,818,416
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 8,872 14,091,988 112,044 4,740,295
NDF 332,076 808,145 35,320 234,756
Options 10,096 689,611 71 209,182
Exotics 0 41,512 0 24,567
Cross Currency 3,912 222,982 533 70,868
TOTAL 354,957 15,854,238 147,968 5,279,668
         
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.