Transactional Ticket Volume - FX (Transactions) - 11/29/2024

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 235 371,147 371,382
NDF 18,628 137,472 156,100
Options 435 15,331 15,766
OTHER* 0 1,297 1,297
TOTAL 19,298 525,246 544,545
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 295,710 147,013 13,550 1,164 457,438
EUROPE 132,523 1,197 3,973 565 138,258
EUR 55,481 905 3,110 357 59,854
GBP 32,256 86 532 134 33,008
CHF 12,015 67 225 36 12,343
OTHER2 32,770 140 106 37 33,053
AMERICAS/CARIBBEAN 36,672 34,046 2,896 118 73,732
CAD 22,239 73 1,121 50 23,483
BRL 19 20,366 929 3 21,317
OTHER3 14,414 13,607 846 66 28,932
ASIA/PACIFIC 105,472 111,323 6,144 433 223,372
JPY 24,903 94 2,452 258 27,708
CNY 19,976 1,267 1,409 36 22,688
KRW 1,281 29,356 221 13 30,871
HKD 6,782 42 104 13 6,942
AUD 18,533 77 676 36 19,322
OTHER4 33,997 80,486 1,282 76 115,842
OTHER5 21,043 447 536 49 22,075
EUR/non-USD 45,038 7,997 1,383 54 54,471
OTHER6 30,634 1,089 833 79 32,635
TOTAL 371,382 156,100 15,766 1,297 544,545
           
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 148,398 121,491 64,643 25,123 11,727 371,382
NDF 11,991 36,031 97,512 7,987 2,579 156,100
Options 1,369 4,709 4,085 2,193 3,411 15,766
OTHER* 4 51 34 80 1,127 1,297
TOTAL 161,763 162,282 166,274 35,382 18,844 544,545
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 381 417,518 90 324,776
NDF 36,243 184,071 1,012 90,873
Options 870 21,634 0 9,027
OTHER* 0 2,028 0 565
TOTAL 37,494 625,251 1,102 425,241
         
* Includes cross-currency and exotics.
These tables show swap transaction volumes for current week, by product and clearing status (number of new trades), all participant types, tenors, and currencies. For cleared swaps, this table reflects the creation of only one of the two swaps that results from the clearing process. All new trades are included in ticket volumes.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [email protected].