May: The FX Report

  • 13 Jun 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

Large open interest holder records keep rolling in; now at 1,106, up 19% versus YTD YOY average. Growth is led by EUR/USD, CAD/USD, MXN/USD and RUB/USD

May 2017 FX futures ADV of 749,422 ($72 billion notional)

FX futures May ADV is up 16% versus May 2016

May 2017 FX options ADV of 73,602 ($8 billion notional)

FX options ADV increased in May, up 5% versus May 2016.

Weekly Options reached 25,990 ADV

Ones to Watch

Trade More Than FX With Less Margins

INR/USD: Rupee continues to be record-breaking

2,224 ADV in May (YTD ADV up 174%), with single day volume record of 5,324 on May 18, +54% larger than the previous record

New Products, New Opportunities

It's What You Asked For

In the News

Complete: Conversion of American-Style Options to European-Style 2 p.m. Fix

The conversion is complete. We now offer two European-style fixes: 9 a.m. and 2 p.m. For your convenience, we have assembled the relevant codes for the new 2 p.m. fix for all of your platform partners in one place 

Show me the codes


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