- 9 Mar 2018
- By CME Group
- Topics: Interest Rates, Foreign Exchange, Equity Index
Traders turn to the precision of Wednesday expiring options to lay off risk and capture trading opportunities around mid-week economic events like FOMC meetings, CPI data releases and more.
January CPI Release on February 14, 2018
- Wednesday Treasury options, launched in June 2017, saw 64,000 contracts trade on Tuesday, February 13, followed by a record 78,240 contracts on Wednesday.
- Wednesday FX options, launched October 30, 2017, saw a record 12,289 contracts ($1.5 billion notional) traded on Wednesday, accounting for over 11% of the day’s FX options volume.
- Wednesday S&P 500 options (Standard and E-mini), launched in September 2016, saw 121,396 contracts traded on Wednesday, +149% compared to 2017 average daily volume of 48,719.
| CME Globex | Bloomberg | Thomson Reuters | |
| Wednesday Treasury Options | |||
| 2-Year | WT1-5 | TUIA Comdty | WTW |
| 5-Year | WF1-5 | FVWA Comdty | WFW |
| 10-Year | WY1-5 | TYYA Comdty | WYW |
| Ultra 10-Year | WX1-5 | UXTA Comdty | WXW |
| T-Bond | WB1-5 | USYA Comdty | WBW |
| Ultra T-Bond | WU1-5 | WNYA Comdty | WUW |
| Wednesday FX Options | |||
| EUR/USD | WE1-WE5 | 0#1WEW+ | |
| GBP/USD | WG1-WG5 | 0#1WGW+ | |
| JPY/USD | WJ1-WJ5 | 0#1WJW+ | |
| CAD/USD | WD1-WD5 | 0#1WDW+ | |
| AUD/USD | WA1-WA5 | 0#1WASW+ | |
| Wednesday Equity Index Options | |||
| E-mini S&P 500 | E1C-E5A | IEWA Index | 0#ECW+ |
| Standard S&P 500 | S1C-S5C | SPWA Index | 0#SCW+ |
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