Transactional Dollar Volume - FX (Millions of USD)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 43,342 8,131,467 8,174,809
NDF 185,725 457,371 643,096
Options 5,368 454,639 460,007
Exotics 0 34,484 34,484
Cross Currency 2,879 179,877 182,756
TOTAL 237,314 9,257,838 9,495,152

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 7,563,485 635,793 388,736 26,194 180,727 8,794,935
EUROPE 4,168,810 22,564 160,277 10,082 112,126 4,473,859
EUR 2,252,488 14,580 129,364 9,205 65,644 2,471,281
GBP 1,066,895 4,560 21,411 817 39,026 1,132,709
CHF 416,385 2,322 6,594 53 3,301 428,655
OTHER2 433,042 1,103 2,908 6 4,156 441,215
AMERICAS/CARIBBEAN 640,185 150,258 60,532 5,768 13,435 870,178
CAD 494,027 1,051 18,472 784 9,852 524,186
BRL 70 73,482 19,861 265 101 93,780
OTHER3 146,088 75,725 22,198 4,719 3,482 252,212
ASIA/PACIFIC 2,560,218 459,837 147,715 9,094 48,996 3,225,859
JPY 1,226,115 9,609 48,447 2,756 22,511 1,309,438
CNY 182,828 18,711 19,943 3,650 386 225,519
KRW 24,721 147,535 17,805 158 600 190,820
HKD 199,863 1,095 10,452 5 880 212,293
AUD 485,913 3,331 18,489 1,006 20,300 529,039
OTHER4 440,779 279,555 32,578 1,519 4,319 758,750
OTHER5 194,273 3,134 20,212 1,250 6,170 225,038
EUR/non-USD 470,792 3,623 49,982 5,503 1,054 530,955
OTHER6 140,532 3,680 21,289 2,786 975 169,262
TOTAL 8,174,809 643,096 460,007 34,484 182,756 9,495,152
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 5,287,333 977,937 1,207,064 489,793 212,682 8,174,809
NDF 56,543 240,779 267,691 55,987 22,096 643,096
Options 33,657 142,843 119,958 71,125 92,424 460,007
Exotics 655 4,787 11,239 4,344 13,459 34,484
Cross Currency 0 0 2,059 42,470 138,227 182,756
TOTAL 5,378,188 1,366,345 1,608,011 663,719 478,889 9,495,152

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 8,818 11,991,746 77,866 4,271,188
NDF 338,744 700,223 32,706 214,519
Options 10,627 698,106 109 211,173
Exotics 0 49,883 0 19,084
Cross Currency 5,667 250,902 90 108,852
TOTAL 363,856 13,690,860 110,772 4,824,817
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 Commi1ssion requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.