FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY

OCTOBER 2014
All data reported in millions of U.S. Dollars
Average Daily Volume

Instrument
Spot Transactions
Forward Transactions
Foreign Exchange Swaps Transactions
Over the Counter Options
GRAND TOTAL

Current Amount
Dollar Change
Reported
over Previous Year
570,719
220,450
239,390
64,868
1,095,427

183,849
59,861
2,052
33,398
279,160

Percent Change over

Previous Year
47.5
37.3
0.9
106.1
34.2

Total Monthly Volume

Instrument
Spot Transactions
Forward Transactions
Foreign Exchange Swaps Transactions
Over the Counter Options
GRAND TOTAL

Current Amount Dollar change over

Reported
Previous Year
13,126,525
5,070,378
5,505,900
1,491,939
25,194,742

4,228,522
1,376,863
47,179
768,135
6,420,699

Percent Change over

Previous Year
47.5
37.3
0.9
106.1
34.2

Notes: The table reports notional amounts of total monthly volume adjusted for double reporting of trades between reporting
dealers.
There were 23 trading days in October 2013 and 23 in October 2014.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
1. TOTAL FOREIGN EXCHANGE VOLUME
Millions of U.S. Dollars

AVERAGE DAILY VOLUMEa

Instrument
Spot transactions
Outright forwards
Foreign exchange swaps
Over-the-counter foreign exchange options
Total

Current
Amount Reported
570,719
220,450
239,390
64,868
1,095,427

TOTAL MONTHLY VOLUMEa

Instrument
Spot transactions
Outright forwards
Foreign exchange swaps
Over-the-counter foreign exchange options
Total

The data are adjusted for double reporting of trades between reporting dealers.

Current
Amount Reported
13,126,525
5,070,378
5,505,900
1,491,939
25,194,742

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
2a. SPOT TRANSACTIONS, Average Daily Volume
Millions of U.S. Dollars
Counterparty

Currency Pair
U.S. DOLLAR versus
Euro
Japanese yen
British pound
Canadian dollar
Swiss franc
Australian dollar
Argentine peso
Brazilian real
Chilean peso
Mexican peso
All other currencies
EURO versus
Japanese yen
British pound
Swiss franc
ALL OTHER
CURRENCY PAIRS
Totala

Reporting
Dealers

Other
Dealers

Other financial
Customers

Nonfinancial
Customers

Total

37,880
27,264
11,595
7,306
3,956
8,331
1
917
102
3,536
11,490

43,708
27,122
9,133
7,332
3,563
7,107
0
462
108
4,150
8,449

75,887
51,833
24,734
14,725
8,073
15,598
1
2,110
123
7,936
26,601

12,577
7,357
4,300
3,038
1,243
3,226
4
407
52
1,053
5,322

170,052
113,576
49,762
32,401
16,835
34,262
6
3,896
385
16,675
51,862

3,660
2,541
2,105
10,011

2,300
2,159
1,325
8,345

7,658
4,888
3,793
20,551

757
1,434
786
8,694

14,375
11,022
8,009
47,601

130,695

125,263

264,511

50,250

570,719

Notes: The table reports notional amounts of average daily volume adjusted for double reporting of trades between reporting dealers. The amounts are averaged
over twenty three trading days in October.
a

Figures may not sum to totals due to rounding.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
2b.OUTRIGHT FORWARDS, Average Daily Volume
Millions of U.S. Dollars
Counterparty

Currency Pair
U.S. DOLLAR versus
Euro
Japanese yen
British pound
Canadian dollar
Swiss franc
Australian dollar
Argentine peso
Brazilian real
Chilean peso
Mexican peso
All other currencies
EURO versus
Japanese yen
British pound
Swiss franc
ALL OTHER
CURRENCY PAIRS
Totala

Reporting
Dealers

Other
Dealers

Other financial
Customers

Nonfinancial
Customers

Total

3,339
2,342
1,039
983
636
1,254
16
4,240
768
550
7,476

2,988
1,793
900
1,166
250
1,080
21
3,344
1,428
633
6,360

27,903
17,012
12,348
8,019
3,186
5,613
36
8,069
848
2,892
22,390

16,646
3,677
3,444
2,931
767
1,789
11
1,116
295
433
6,442

50,876
24,824
17,731
13,099
4,839
9,736
84
16,769
3,339
4,508
42,668

146
437
309
1,573

115
229
116
1,472

1,434
4,496
1,134
15,785

316
546
511
3,358

2,011
5,708
2,070
22,188

25,108

21,895

131,165

42,282

220,450

Notes: The table reports notional amounts of average daily volume adjusted for double reporting of trades between reporting dealers. The amounts are averaged
over twenty three trading days in October.
a

Figures may not sum to totals due to rounding.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
2c.FOREIGN EXCHANGE SWAPS, Average Daily Volume
Millions of U.S. Dollars
Counterparty

Currency Pair
U.S. DOLLAR versus
Euro
Japanese yen
British pound
Canadian dollar
Swiss franc
Australian dollar
Argentine peso
Brazilian real
Chilean peso
Mexican peso
All other currencies
EURO versus
Japanese yen
British pound
Swiss franc
ALL OTHER
CURRENCY PAIRS
Totala

Reporting
Dealers

Other
Dealers

Other financial
Customers

Nonfinancial
Customers

Total

13,482
6,829
6,248
6,048
2,362
1,805
0
0
4
3,982
5,699

24,387
10,452
9,860
13,759
4,966
4,796
0
6
44
8,923
9,254

21,345
11,759
8,301
6,781
2,398
4,607
0
1
8
4,086
9,912

6,281
3,600
2,493
2,413
816
1,169
0
5
1
349
3,150

65,495
32,640
26,902
29,001
10,542
12,377
0
12
57
17,340
28,015

45
60
142
2,086

117
251
135
4,111

472
773
428
4,399

100
453
265
3,172

734
1,537
970
13,768

48,792

91,061

75,270

24,267

239,390

Notes: The table reports notional amounts of average daily volume adjusted for double reporting of trades between reporting dealers. The amounts are averaged
over twenty three trading days in October.
a

Figures may not sum to totals due to rounding.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
2d. OVER-THE-COUNTER FOREIGN EXCHANGE OPTIONS, Average Daily Volume
Millions of U.S. Dollars
Counterparty

Currency Pair
U.S. DOLLAR versus
Euro
Japanese yen
British pound
Canadian dollar
Swiss franc
Australian dollar
Argentine peso
Brazilian real
Chilean peso
Mexican peso
All other currencies
EURO versus
Japanese yen
British pound
Swiss franc
ALL OTHER
CURRENCY PAIRS
Totala

Reporting
Dealers

Other
Dealers

Other financial
Customers

Nonfinancial
Customers

Total

6,173
3,960
591
908
463
999
0
2,046
27
534
1,556

3,391
2,470
400
1,058
392
922
0
984
36
371
1,139

8,860
6,146
815
878
234
2,196
0
1,796
30
630
3,538

1,660
1,353
96
267
56
234
0
166
5
95
585

20,084
13,929
1,902
3,111
1,145
4,351
0
4,992
98
1,630
6,818

189
383
346
1,242

163
120
110
556

373
581
452
2,015

10
23
33
212

735
1,107
941
4,025

19,417

12,112

28,544

4,795

64,868

Notes: The table reports notional amounts of average daily volume adjusted for double reporting of trades between reporting dealers. The amounts are averaged
over twenty three trading days in October.
a

Figures may not sum to totals due to rounding.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
2e. AVERAGE DAILY VOLUME, by Execution Method and Currency Pair
Millions of U.S. Dollars
Execution Method

Currency Pair
U.S. DOLLAR versus
Euro
Japanese yen
British pound
Canadian dollar
Swiss franc
Australian dollar
Argentine peso
Brazilian real
Chilean peso
Mexican peso
All other currencies
EURO versus
Japanese yen
British pound
Swiss franc
ALL OTHER
CURRENCY PAIRS
a
Total

Interdealer
Direct

Customer
Direct

Electronic Brokering
Systems

Electronic Trading
Systems

Voice
Broker

Total Number
of Trades
Total

35,260
21,307
8,905
8,103
3,815
6,385
15
6,715
739
4,885
16,034

96,474
65,442
25,016
25,511
9,648
18,765
25
11,527
1,392
16,398
43,060

38,731
21,503
10,430
13,410
5,418
7,798
0
1,605
128
5,760
17,906

160,648
95,704
54,310
33,084
17,123
32,591
6
4,911
1,144
13,757
61,376

36,266
21,406
17,107
12,747
4,771
7,573
60
8,113
1,376
7,952
17,205

367,379
225,362
115,768
92,855
40,775
73,112
106
32,871
4,779
48,752
155,581

178,976
143902
58640
56235
24424
57323
34
3752
735
19307
101714

2,065
2476
1497

4,916
4971
4086

1,870
1908
1619

12,702
12303
6922

339
1135
768

21,892
22,793
14,892

23156
12793
9201

9407

28442

7239

48156

9248

102,492

98367

127,608

355,673

135,325

554,737

146,066

1,319,409

788,559

Notes: The amounts reported in the table are averaged over twenty three trading days in October and are not adjusted for double reporting of trades between reporting
dealers.
a

Figures may not sum to totals due to rounding.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
2f. AVERAGE DAILY VOLUME, by Execution Method, Instrument, and Counterparty
Millions of U.S. Dollars
Execution Method
Interdealer
Direct

Customer
Direct

Electronic Brokering
Systems

Electronic Trading
Systems

Voice
Broker

INSTRUMENT
Spot transactions
Outright forwards
Foreign exchange swaps
OTC FX options
a
Total

75,200
16,861
17,007
18,542
127,610

190,773
70,006
67,218
27,677
355,674

76,815
11,724
43,711
3,075
135,325

342,598
133,022
69,605
9,513
554,738

16,020
13,940
90,633
25,471
146,064

COUNTERPARTY
Reporting dealers
Banks/other dealers
Other financial customers
Nonfinancial customers
a
Total

127,611
0
0
0
127,611

0
96,592
207,800
51,283
355,675

49,307
33,571
47,322
5,124
135,324

197,835
85,883
214,643
56,376
554,737

73,248
34,285
29,721
8,810
146,064

Total Number
Total
of Trades

701,406
245,553
288,174
84,278

707,230
71,740
6,956
2,634

1,319,411

788,560

448,001
250,331
499,486
121,593

255,598
132,700
334,902
65,360

1,319,411

788,560

Notes: The amounts reported in the table are averaged over twenty three trading days in October and are not adjusted for double reporting of trades between reporting
dealers.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
3a. SPOT TRANSACTIONS, Total Monthly Volume
Millions of U.S. Dollars
Counterparty

Currency Pair
U.S. DOLLAR versus
Euro
Japanese yen
British pound
Canadian dollar
Swiss franc
Australian dollar
Argentine peso
Brazilian real
Chilean peso
Mexican peso
All other currencies
EURO versus
Japanese yen
British pound
Swiss franc
ALL OTHER
CURRENCY PAIRS
Totala

Reporting
Dealers

Other
Dealers

Other financial
Customers

Nonfinancial
Customers

Total

871,231
627,081
266,692
168,047
90,990
191,604
26
21,086
2,357
81,319
264,262

1,005,295
623,812
210,060
168,635
81,938
163,461
3
10,634
2,494
95,439
194,338

1,745,402
1,192,152
568,878
338,665
185,674
358,758
25
48,539
2,823
182,521
611,822

289,270
169,204
98,896
69,882
28,593
74,191
92
9,356
1,185
24,227
122,410

3,911,198
2,612,249
1,144,526
745,229
387,195
788,014
146
89,615
8,859
383,506
1,192,832

84,178
58,445
48,425
230,246

52,901
49,650
30,466
191,945

176,132
112,422
87,232
472,674

17,422
32,989
18,070
199,959

330,633
253,506
184,193
1,094,824

3,005,989

2,881,071

6,083,719

1,155,746

13,126,525

Notes: The table reports notional amounts of total monthly volume adjusted for double reporting of trades between reporting dealers.
a

Figures may not sum to totals due to rounding.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
3b. OUTRIGHT FORWARDS, Total Monthly Volume
Millions of U.S. Dollars
Counterparty

Currency Pair
U.S. DOLLAR versus
Euro
Japanese yen
British pound
Canadian dollar
Swiss franc
Australian dollar
Argentine peso
Brazilian real
Chilean peso
Mexican peso
All other currencies
EURO versus
Japanese yen
British pound
Swiss franc
ALL OTHER
CURRENCY PAIRS
Totala

Reporting
Dealers

Other
Dealers

Other financial
Customers

Nonfinancial
Customers

Total

76,804
53,863
23,900
22,600
14,626
28,847
361
97,511
17,654
12,649
171,946

68,720
41,232
20,706
26,817
5,759
24,842
485
76,909
32,853
14,550
146,288

641,759
391,274
284,010
184,443
73,288
129,097
817
185,588
19,509
66,509
514,963

382,858
84,582
79,209
67,414
17,644
41,156
261
25,660
6,785
9,969
148,169

1,170,141
570,951
407,825
301,274
111,317
223,942
1,924
385,668
76,801
103,677
981,366

3,360
10,061
7,118
36,184

2,655
5,278
2,659
33,850

32,977
103,397
26,084
363,055

7,275
12,560
11,755
77,224

46,267
131,296
47,616
510,313

577,484

503,603

3,016,770

972,521

5,070,378

Notes: The table reports notional amounts of total monthly volume adjusted for double reporting of trades between reporting dealers.
a

Figures may not sum to totals due to rounding.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
3c. FOREIGN EXCHANGE SWAPS, Total Monthly Volume
Millions of U.S. Dollars
Counterparty

Currency Pair
U.S. DOLLAR versus
Euro
Japanese yen
British pound
Canadian dollar
Swiss franc
Australian dollar
Argentine peso
Brazilian real
Chilean peso
Mexican peso
All other currencies
EURO versus
Japanese yen
British pound
Swiss franc
ALL OTHER
CURRENCY PAIRS
Totala

Reporting
Dealers

Other
Dealers

Other financial
Customers

Nonfinancial
Customers

Total

310,076
157,063
143,698
139,112
54,324
41,515
0
0
84
91,587
131,082

560,899
240,387
226,776
316,448
114,214
110,310
0
140
1,009
205,225
212,832

490,944
270,465
190,934
155,956
55,153
105,956
0
34
192
93,977
227,968

144,463
82,811
57,344
55,490
18,761
26,898
0
117
17
8,022
72,449

1,506,382
750,726
618,752
667,006
242,452
284,679
0
291
1,302
398,811
644,331

1,034
1,387
3,276
47,988

2,687
5,765
3,095
94,554

10,852
17,768
9,843
101,173

2,291
10,409
6,094
72,952

16,864
35,329
22,308
316,667

1,122,226

2,094,341

1,731,215

558,118

5,505,900

Notes: The table reports notional amounts of total monthly volume adjusted for double reporting of trades between reporting dealers.
a

Figures may not sum to totals due to rounding.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
3d. OVER-THE-COUNTER FOREIGN EXCHANGE OPTIONS, Total Monthly Volume
Millions of U.S. Dollars
Counterparty

Currency Pair
U.S. DOLLAR versus
Euro
Japanese yen
British pound
Canadian dollar
Swiss franc
Australian dollar
Argentine peso
Brazilian real
Chilean peso
Mexican peso
All other currencies
EURO versus
Japanese yen
British pound
Swiss franc
ALL OTHER
CURRENCY PAIRS
Totala

Reporting
Dealers

Other
Dealers

Other financial
Customers

Nonfinancial
Customers

Total

141,988
91,073
13,585
20,890
10,643
22,971
0
47,061
621
12,286
35,786

78,000
56,814
9,206
24,339
9,020
21,208
0
22,630
817
8,534
26,200

203,781
141,352
18,740
20,183
5,373
50,501
0
41,305
694
14,500
81,380

38,174
31,120
2,216
6,152
1,279
5,373
0
3,815
116
2,179
13,461

461,943
320,359
43,747
71,564
26,315
100,053
0
114,811
2,248
37,499
156,827

4,339
8,810
7,959
28,561

3,742
2,763
2,526
12,799

8,569
13,364
10,396
46,341

238
526
768
4,872

16,888
25,463
21,649
92,573

446,573

278,598

656,479

110,289

1,491,939

Notes: The table reports notional amounts of total monthly volume adjusted for double reporting of trades between reporting dealers.
a

Figures may not sum to totals due to rounding.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
3e. TOTAL MONTHLY VOLUME, by Execution Method and Currency Pair
Millions of U.S. Dollars
Execution Method

Currency Pair
U.S. DOLLAR versus
Euro
Japanese yen
British pound
Canadian dollar
Swiss franc
Australian dollar
Argentine peso
Brazilian real
Chilean peso
Mexican peso
All other currencies
EURO versus
Japanese yen
British pound
Swiss franc
ALL OTHER
CURRENCY PAIRS
a
Total

Interdealer
Direct

Customer
Direct

Electronic Brokering
Systems

Electronic Trading
Systems

Voice
Broker

810,977
490,068
204,822
186,377
87,756
146,866
352
154,446
16,989
112,358
368,786

2,218,903
1,505,175
575,375
586,762
221,901
431,599
575
265,117
32,016
377,160
990,379

890,819
494,571
239,896
308,419
124,614
179,353
1
36,907
2,945
132,487
411,839

3,694,896
2,201,182
1,249,138
760,941
393,827
749,590
142
112,963
26,320
316,400
1,411,652

834,112
492,332
393,459
293,173
109,725
174,173
1,380
186,593
31,642
182,896
395,726

8,449,707
5,183,328
2,662,690
2,135,672
937,823
1,681,581
2,450
756,026
109,912
1,121,301
3,578,382

4,116,443
3,309,735
1,348,718
1,293,409
561,752
1,318,435
791
86,285
16,915
444,072
2,339,413

47,498
56954
34435

113,075
114338
93985

43,004
43889
37237

292,153
282974
159196

7,797
26104
17658

503,527
524,259
342,511

532,596
294,241
211,615

216361

654156

166493

1107590

212714

2,357,314

2,262,450

2,935,045

8,180,516

3,112,474

12,758,964

3,359,484

30,346,483

18,136,870

Notes: The amounts reported in the table are not adjusted for double reporting of trades between reporting dealers.
a

Total Number
Total
of Trades

Figures may not sum to totals due to rounding.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
3f. TOTAL MONTHLY VOLUME, by Execution Method, Instrument, and Counterparty
Millions of U.S. Dollars
Execution Method
Interdealer
Direct

Customer
Direct

Electronic Brokering
Systems

Electronic Trading
Systems

Voice
Broker

INSTRUMENT
Spot transactions
Outright forwards
Foreign exchange swaps
OTC FX options
a
Total

1,729,608
387,801
391,157
426,477
2,935,043

4,387,786
1,610,138
1,546,020
636,574
8,180,518

1,766,742
269,641
1,005,362
70,734
3,112,479

7,879,749
3,059,512
1,600,904
218,803
12,758,968

368,465
320,618
2,084,566
585,836
3,359,485

COUNTERPARTY
Reporting dealers
Banks/other dealers
Other financial customers
Non-financial customers
a
Total

2,935,046
0
0
0
2,935,046

0
2,221,611
4,779,393
1,179,514
8,180,518

1,134,065
772,139
1,088,414
117,859
3,112,477

4,550,216
1,975,300
4,936,797
1,296,658
12,758,971

1,684,708
788,558
683,583
202,635
3,359,484

Currency Pair

Notes: The amounts reported in the table are not adjusted for double reporting of trades between reporting dealers.
a

Figures may not sum to totals due to rounding.

Total Number
Total
of Trades

16,132,350
5,647,710
6,628,009
1,938,424

16,266,282
1,650,016
159,992
60,580

30,346,493

18,136,870

10,304,035
5,757,608
11,488,187
2,796,666

5,878,756
3,052,095
7,702,740
1,503,279

30,346,496

18,136,870

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
4a. OUTRIGHT FORWARDS, Total Monthly Volume by Maturity
Millions of U.S. Dollars

Currency Pair

Less Than One Month

Maturity
One Month to One Year

More Than One Year

679,950
317,991
245,164
174,407
60,996
146,073
703
302,011
41,447
60,541
524,344

551,633
299,039
184,591
144,284
64,543
104,502
1,503
172,857
51,896
54,174
613,164

15,350
7,775
1,961
5,172
394
2,201
75
8,300
1,101
1,603
15,797

30,015
76,290
28,000
276,517

19,322
63,708
25,992
242,514

273
1,350
740
27,453

2,964,449

2,593,722

89,545

U.S. DOLLAR versus

Euro
Japanese yen
British pound
Canadian dollar
Swiss franc
Australian dollar
Argentine peso
Brazilian real
Chilean peso
Mexican peso
All other currencies
EURO versus
Japanese yen
British pound
Swiss franc
ALL OTHER
CURRENCY PAIRS
Total

Notes: The table reports notional amounts of total monthly volume that are not adjusted for double reporting of trades between
reporting dealers.
a

Figures may not sum to totals due to rounding.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
4b. FOREIGN EXCHANGE SWAPS, Total Monthly Volume by Maturity
Millions of U.S. Dollars

Currency Pair

Less Than One Month

Maturity
One Month to One Year

More Than One Year

1,216,816
650,513
513,609
623,032
222,646
240,695
0
228
345
378,961
565,444

580,008
248,043
242,720
161,718
73,435
83,054
0
63
1,020
106,478
199,771

19,617
9,226
6,110
21,358
683
2,432
0
0
20
4,948
10,189

8,801
17,726
10,328
222,137

8,829
18,720
15,239
139,967

265
257
9
2,545

4,671,281

1,879,065

77,659

U.S. DOLLAR versus

Euro
Japanese yen
British pound
Canadian dollar
Swiss franc
Australian dollar
Argentine peso
Brazilian real
Chilean peso
Mexican peso
All other currencies
EURO versus
Japanese yen
British pound
Swiss franc
ALL OTHER
CURRENCY PAIRS
Total

Notes: The table reports notional amounts of total monthly volume that are not adjusted for double reporting of trades between
reporting dealers.
a

Figures may not sum to totals due to rounding.

FOREIGN EXCHANGE COMMITTEE

SEMI-ANNUAL FOREIGN EXCHANGE VOLUME SURVEY
OCTOBER 2014
4c. OVER-THE-COUNTER FOREIGN EXCHANGE OPTIONS, Total Monthly Volume by Maturity
Millions of U.S. Dollars

Currency Pair

Less Than One Month

Maturity
One Month to One Year

More Than One Year

287,151
135,525
33,621
39,562
8,777
61,194
0
73,206
962
18,935
61,581

273,837
233,074
19,355
42,437
22,490
58,213
0
80,288
1,703
27,255
94,526

42,935
42,825
4,349
10,450
5,688
3,611
0
8,376
200
3,588
36,499

9,042
15,289
5,651
41,708

10,132
18,075
21,673
61,597

2,046
906
2,277
17,820

792,204

964,655

181,570

U.S. DOLLAR versus

Euro
Japanese yen
British pound
Canadian dollar
Swiss franc
Australian dollar
Argentine peso
Brazilian real
Chilean peso
Mexican peso
All other currencies
EURO versus
Japanese yen
British pound
Swiss franc
ALL OTHER
CURRENCY PAIRS
Total

Notes: The table reports notional amounts of total monthly volume that are not adjusted for double reporting of trades between
reporting dealers.
a

Figures may not sum to totals due to rounding.