Transactional Ticket Volume - FX (Transactions)

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 3,915 329,830 333,745
NDF 20,803 61,558 82,361
Options 996 12,583 13,579
Exotics 0 6,200 6,200
Cross Currency 4 1,009 1,013
TOTAL 25,718 411,180 436,898
       

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 266,464 80,983 12,098 5,304 946 365,795
EUROPE 130,432 653 3,961 2,071 291 137,408
EUR 62,967 332 3,073 1,680 193 68,245
GBP 30,226 106 533 311 82 31,258
CHF 10,717 73 136 8 10 10,944
OTHER2 26,522 142 219 72 6 26,961
AMERICAS/CARIBBEAN 30,013 17,798 2,114 568 200 50,693
CAD 19,542 55 1,099 473 59 21,228
BRL 7 9,163 513 37 11 9,731
OTHER3 10,464 8,580 502 58 130 19,734
ASIA/PACIFIC 86,789 62,302 5,470 1,777 313 156,650
JPY 17,321 113 1,740 356 76 19,606
CNY 13,579 1,475 781 140 17 15,992
KRW 1,090 17,756 178 38 9 19,071
HKD 6,536 47 118 10 21 6,732
AUD 18,713 104 914 929 94 20,754
OTHER4 29,550 42,807 1,739 304 96 74,496
OTHER5 19,232 230 553 888 142 21,044
EUR/non-USD 42,372 779 947 252 31 44,381
OTHER6 24,909 599 534 644 36 26,722
TOTAL 333,745 82,361 13,579 6,200 1,013 436,898
             
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 140,874 84,372 81,409 16,064 11,026 333,745
NDF 4,322 16,404 56,626 2,814 2,195 82,361
Options 1,422 4,376 3,529 1,805 2,448 13,579
Exotics 63 548 1,304 1,536 2,749 6,200
Cross Currency 0 4 6 23 980 1,013
TOTAL 146,681 105,703 142,874 22,242 19,398 436,898
             

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 5,121 378,310 2,709 281,350
NDF 37,700 87,127 3,906 35,989
Options 1,984 18,105 7 7,061
Exotics 0 6,768 0 5,632
Cross Currency 8 1,624 1 394
TOTAL 44,812 491,935 6,623 330,426
         
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.