Transactional Dollar Volume - FX (Millions of USD)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 48,005 8,072,203 8,120,207
NDF 172,654 458,676 631,330
Options 7,379 398,218 405,597
Exotics 0 25,666 25,666
Cross Currency 1,576 118,404 119,979
TOTAL 229,614 9,073,166 9,302,779
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 7,589,721 625,460 349,246 23,748 118,189 8,706,364
EUROPE 4,259,012 43,320 135,676 7,546 67,542 4,513,096
EUR 2,093,518 24,051 93,518 5,110 27,602 2,243,800
GBP 902,822 12,251 33,293 2,052 28,416 978,835
CHF 330,539 5,208 4,764 7 2,066 342,584
OTHER2 932,133 1,810 4,100 376 9,457 947,877
AMERICAS/CARIBBEAN 469,416 131,250 53,855 1,367 6,346 662,233
CAD 338,006 2,598 16,530 236 3,804 361,174
BRL 48 59,454 14,715 532 77 74,826
OTHER3 131,362 69,197 22,610 599 2,464 226,233
ASIA/PACIFIC 2,690,744 448,010 148,126 14,147 42,887 3,343,914
JPY 1,622,302 11,502 52,930 2,938 35,582 1,725,255
CNY 94,094 17,721 39,034 4,385 69 155,302
KRW 23,840 98,135 14,707 1,435 938 139,055
HKD 147,843 2,291 2,977 0 429 153,540
AUD 405,162 7,971 13,584 623 2,392 429,732
OTHER4 397,503 310,390 24,895 4,766 3,477 741,031
OTHER5 170,549 2,881 11,589 688 1,415 187,121
EUR/non-USD 415,992 3,253 43,479 1,569 1,097 465,389
OTHER6 114,495 2,617 12,872 348 693 131,026
TOTAL 8,120,207 631,330 405,597 25,666 119,979 9,302,779
             
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 5,790,268 813,664 968,108 426,978 121,189 8,120,207
NDF 59,200 300,436 209,125 39,836 22,733 631,330
Options 44,078 135,794 92,446 81,301 51,978 405,597
Exotics 870 7,408 6,374 5,017 5,997 25,666
Cross Currency 0 500 816 24,870 93,794 119,979
TOTAL 5,894,416 1,257,803 1,276,869 578,001 295,691 9,302,779
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 11,652 11,539,118 84,358 4,605,288
NDF 317,979 723,144 27,329 194,207
Options 14,605 631,470 153 164,966
Exotics 0 32,222 0 19,109
Cross Currency 2,844 170,419 307 66,388
TOTAL 347,080 13,096,373 112,147 5,049,958
         
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.