Transactional Ticket Volume - FX (Transactions)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 1,893 353,884 355,777
NDF 25,116 68,001 93,116
Options 109 13,936 14,045
Exotics 0 4,016 4,016
Cross Currency 4 1,504 1,508
TOTAL 27,121 441,340 468,461

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 276,517 90,674 11,805 3,329 1,447 383,771
EUROPE 135,886 541 3,813 1,562 547 142,348
EUR 67,863 205 2,694 723 353 71,838
GBP 29,558 134 767 805 163 31,427
CHF 10,949 74 217 27 11 11,278
OTHER2 27,516 128 135 7 19 27,805
AMERICAS/CARIBBEAN 28,678 20,298 2,009 222 180 51,387
CAD 18,920 42 738 94 58 19,851
BRL 22 9,263 546 46 9 9,886
OTHER3 9,736 10,993 725 82 113 21,649
ASIA/PACIFIC 91,015 69,497 5,207 1,310 449 167,478
JPY 20,243 152 1,272 515 103 22,284
CNY 11,156 1,332 483 79 28 13,078
KRW 866 22,838 242 21 26 23,993
HKD 7,092 53 127 3 21 7,296
AUD 16,912 115 721 386 168 18,301
OTHER4 34,747 45,008 2,362 306 103 82,526
OTHER5 20,938 337 777 235 271 22,558
EUR/non-USD 51,686 1,288 1,572 540 19 55,105
OTHER6 27,575 1,154 668 147 42 29,586
TOTAL 355,777 93,116 14,045 4,016 1,508 468,461
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 144,200 85,008 91,995 21,471 13,103 355,777
NDF 4,524 19,120 63,431 3,661 2,380 93,116
Options 1,361 4,731 3,459 1,631 2,863 14,045
Exotics 48 445 866 900 1,757 4,016
Cross Currency 0 3 10 54 1,441 1,508
TOTAL 150,132 109,307 159,761 27,717 21,544 468,461

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 263 405,383 3,522 302,385
NDF 45,818 95,809 4,413 40,192
Options 216 19,948 2 7,924
Exotics 0 4,484 0 3,548
Cross Currency 5 2,345 3 663
TOTAL 46,302 527,969 7,940 354,712
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 swapsreport@cftc.gov.