Gross Notional Outstanding - FX (Millions of USD) - 10/11/2024

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 38,732 34,893,882 34,932,614
NDF 1,880,039 5,213,980 7,094,019
Options 386,192 8,227,814 8,614,006
OTHER* 127,286 18,972,673 19,099,959
TOTAL 2,432,249 67,308,349 69,740,598
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 32,181,199 7,053,344 7,789,613 18,481,983 65,506,140
EUROPE 13,860,476 177,385 2,764,732 8,526,508 25,329,102
EUR 7,255,290 84,650 2,157,312 5,170,570 14,667,822
GBP 3,485,195 46,728 329,396 2,639,688 6,501,007
CHF 1,396,591 25,047 240,120 451,883 2,113,642
OTHER2 1,723,401 20,960 37,904 264,366 2,046,630
AMERICAS/CARIBBEAN 3,020,571 1,555,174 911,691 5,195,632 10,683,068
CAD 2,165,592 17,248 473,080 1,097,256 3,753,175
BRL 387 843,053 208,618 22,184 1,074,241
OTHER3 854,593 694,872 229,994 4,076,192 5,855,652
ASIA/PACIFIC 14,326,589 5,274,761 3,912,878 4,659,348 28,173,576
JPY 5,675,647 66,294 1,612,597 2,763,284 10,117,821
CNY 2,547,754 294,528 828,747 251,443 3,922,473
KRW 171,766 1,367,523 84,066 96,381 1,719,736
HKD 2,095,521 31,071 545,107 150,192 2,821,892
AUD 1,758,516 30,853 321,291 1,011,266 3,121,926
OTHER4 2,077,385 3,484,492 521,069 386,782 6,469,728
OTHER5 973,563 46,024 200,312 100,495 1,320,393
EUR/non-USD 2,105,965 22,874 562,415 366,165 3,057,419
OTHER6 645,450 17,802 261,978 251,810 1,177,040
TOTAL 34,932,614 7,094,019 8,614,006 19,099,959 69,740,598
           
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 0-30 31-90 91-180 181-360 360+ Total
Swaps & Forwards 6,675,247 10,638,360 8,719,780 4,675,384 4,223,844 34,932,614
NDF 1,099,706 2,614,804 1,417,880 1,148,916 812,713 7,094,019
Options 625,411 1,457,441 1,449,026 2,172,527 2,909,600 8,614,006
OTHER* 23,429 142,741 863,509 594,389 17,475,892 19,099,959
TOTAL 8,423,793 14,853,345 12,450,195 8,591,216 25,422,049 69,740,598
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 77,027 49,809,113 436 19,978,652
NDF 3,599,545 7,597,628 160,533 2,830,333
Options 772,381 12,506,734 4 3,948,894
OTHER* 166,120 33,656,379 88,452 4,288,967
TOTAL 4,615,073 103,569,853 249,425 31,046,845
         
* Includes cross-currency and exotics.
These tables show a weekly snapshot of gross notional amount outstanding. Individual tables break this down by product type, cleared status, tenor or currency. All numbers in the tables represent millions of USD. All tables include all participant types, tenors and currencies. For cleared swaps, these tables reflect only the legs held by the non-CCP counterparty; using this restriction, the numbers on this table are analogous to the notional value represented by futures open interest.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [email protected].