Transactional Ticket Volume - FX (Transactions)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 1,995 351,839 353,834
NDF 22,390 56,406 78,796
Options 96 12,803 12,899
Exotics 0 3,455 3,455
Cross Currency 4 1,448 1,452
TOTAL 24,485 425,951 450,436
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 279,596 76,703 11,138 2,670 1,356 371,463
EUROPE 133,289 528 2,780 645 501 137,743
EUR 62,355 216 1,647 259 344 64,821
GBP 32,205 118 865 373 119 33,680
CHF 11,038 92 195 8 10 11,343
OTHER2 27,691 102 73 5 28 27,899
AMERICAS/CARIBBEAN 29,991 15,773 3,119 992 211 50,086
CAD 19,622 56 2,076 860 91 22,705
BRL 10 7,096 574 27 15 7,722
OTHER3 10,359 8,621 469 105 105 19,659
ASIA/PACIFIC 96,873 60,114 4,857 740 540 163,124
JPY 23,945 162 1,610 343 237 26,297
CNY 13,137 1,643 514 50 24 15,368
KRW 1,217 15,819 158 13 31 17,238
HKD 6,686 63 84 24 26 6,883
AUD 18,353 142 858 129 122 19,604
OTHER4 33,536 42,286 1,633 181 100 77,735
OTHER5 19,444 288 382 293 103 20,510
EUR/non-USD 45,110 815 1,067 426 42 47,460
OTHER6 29,127 1,278 694 359 54 31,512
TOTAL 353,834 78,796 12,899 3,455 1,452 450,436
             
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 154,675 75,702 93,486 19,814 10,157 353,834
NDF 4,224 14,973 53,573 3,493 2,534 78,796
Options 1,339 3,703 3,020 1,608 3,230 12,899
Exotics 62 379 649 683 1,682 3,455
Cross Currency 0 0 13 33 1,406 1,452
TOTAL 160,300 94,756 150,740 25,631 19,009 450,436
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 210 399,695 3,780 303,982
NDF 41,035 79,119 3,744 33,693
Options 192 16,880 0 8,726
Exotics 0 2,994 0 3,916
Cross Currency 6 2,300 1 596
TOTAL 41,444 500,989 7,526 350,913
         
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.