June: The FX Report

  • 16 Jul 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 Holders reached a new all-time record high of 1,106 on June 6, up 19% versus YTD YoY average

On June 14 2017: Record 2.6 million contracts traded, ($267 billion notional) - up 3% from previous record set on March 10, 2016

June 2017 FX futures ADV of 931,928 ($91 billion notional)

FX futures June ADV is up 24% versus May 2017

June 2017 FX options ADV of 82,484 ($9 billion notional)

FX options ADV increased in June, up 12% versus May 2017

Ones to Watch

FX Weekly Options continue record ADV

FX Weekly Options traded 26,142 ADV in June, YTD ADV up 35%

New Products, New Opportunities

FX Monthlies: More expiries, delivered

In the News

Block Trades & EFRPs have changed

From Monday, July 17, if you currently transact or broker Block Trades or Exchange of Futures for Related Positions (EFRPs), please contact your exchange clearing member firm or broker to ensure that you are ready for the planned migration of Block Trade and EFRP trade submission to CME Direct or CME ClearPort.

Confirm your accounts are registered in CME Direct or CME ClearPort, credit limits are established and you or your clients have appropriate product permissions in place. Additionally, all brokers that execute on your behalf must be enabled with access to your account(s). CME Direct and CME ClearPort currently support submission of all Block Trades and EFRPs, and we strongly encourage you to migrate your trade activity well in advance of the deadline.

Effective Monday, July 17, 2017, all Block Trades and Exchange of Futures for Related Positions (EFRPs) transactions must be submitted via CME Direct or CME ClearPort. At the close of business on Friday, July 14, Front-End Clearing (FEC) and Front-End Clearing Plus (FEC+) will no longer support any Block or Exchange of Futures for Related Positions (EFRP) trade reporting or booking.


CME FX: DEFINED BY YOU. DELIVERED BY US.

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