The FX Report - January

  • 13 Feb 2017
  • By CME Group
  • Topics: FX

Keep up with what is happening in the FX markets with this monthly report highlighting monthly data, new products and more.

The Numbers You Need

January 2017 FX futures ADV of 847,179 ($80 billion notional)

  • FX futures ADV rose 3% versus December

January 2017 FX options ADV of 68,883 ($7 billion notional)

  • FX options ADV grew 10% versus December

Ones to Watch

Futures: ZAR/USD and BRL/USD

New ADV record in South African Rand futures of 19,956 was reached in January

  • January ADV in ZAR/USD of 1,741 is the highest since December 2015
  • Open interest is 10 times its September levels – now at $1.13billion

New single-day volume record in Brazilian Real futures of 55,751 contracts, set on January 27

  • BRL futures ADV of 4,424 is up 11% versus full-year 2016

Options: MXN/USD

Record ADV of 596 in January

  • January MXN options ADV is up 75% versus the highs in Q4 2016

New Products, New Opportunities

It's What You Asked For

FX Products

Learn more about FX products across major and emerging markets, options, and OTC contracts.

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More Reports

View previous FX reports over the last year. 

Read archived reports.