Transactional Ticket Volume - FX (Transactions) - 10/11/2024

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 283 386,413 386,696
NDF 19,420 151,105 170,525
Options 401 16,586 16,987
OTHER* 7 1,317 1,324
TOTAL 20,111 555,422 575,533
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 312,240 154,214 14,900 1,205 482,560
EUROPE 133,798 2,419 4,385 488 141,090
EUR 52,367 1,965 2,360 263 56,955
GBP 34,742 132 1,531 152 36,556
CHF 12,847 104 417 38 13,406
OTHER2 33,842 218 77 35 34,171
AMERICAS/CARIBBEAN 36,903 37,517 3,005 198 77,623
CAD 23,183 113 1,266 82 24,643
BRL 50 19,915 581 8 20,555
OTHER3 13,670 17,489 1,158 108 32,425
ASIA/PACIFIC 118,993 113,874 6,846 477 240,189
JPY 28,111 154 2,283 202 30,750
CNY 17,000 1,437 1,496 87 20,019
KRW 940 32,917 216 19 34,091
HKD 8,608 92 150 24 8,875
AUD 22,633 111 1,529 57 24,330
OTHER4 41,700 79,164 1,172 88 122,123
OTHER5 22,547 404 664 43 23,658
EUR/non-USD 46,471 15,081 1,229 24 62,805
OTHER6 27,985 1,230 859 95 30,168
TOTAL 386,696 170,525 16,987 1,324 575,533
           
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 153,084 86,556 114,414 20,397 12,244 386,696
NDF 15,534 26,692 121,500 4,404 2,395 170,525
Options 1,674 4,813 4,627 2,323 3,551 16,987
OTHER* 2 20 46 85 1,171 1,324
TOTAL 170,294 118,082 240,587 27,209 19,361 575,533
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 411 445,282 154 327,544
NDF 36,695 199,561 2,145 102,649
Options 802 23,269 0 9,903
OTHER* 9 2,018 5 617
TOTAL 37,918 670,131 2,304 440,714
         
* 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].