The FX Report: Issue VII

In the News

CME FX Link: Now Available on Reuters

Now it’s even easier to access CME FX Link. In addition to CME Direct, you can now access these spreads via the Reuters platform.

Example RICs:
Spot RICs:- <AUDUSD> <EURUSD> <USDCAD>
Spreads FX Link RICs:- <JYM8-USDJPY> <1CDU8-USDCAD>

Find out more


In Our Markets

Time, Align: Our FX Options Expiration Time Is Changing

In line with feedback from the marketplace, we are changing our FX options expiration time to 10 a.m. New York (10 a.m. ET, 9 a.m. CT) to be consistent with the primary OTC market convention. The expiration time will change to 10 a.m. New York (10 a.m. ET) for all contracts expiring after June 7, 2019.

Watch our two-minute video

 

USD/CNH: Now Cash-Settled and Climbing

We have modified our USD/CNH contract to be cash-settled and better connected to our commodities complex. Since these changes, average daily volume (ADV) has climbed by over 900% compared to YTD ADV achieved for the contract.

Read all about it

 

FX Options: Volume up 34% in Asian Hours

EUR/USD, JPY/USD, GBP/USD, AUD/USD and CAD/USD options today show improved and actionable liquidity in Asian hours, enabling more customers to access the liquidity, capital efficiencies and security of our markets.

See the data

 

Wednesday Options: Accelerating Through August

Volume reached a new high of 17,218 lots on August 10. This was led by individual record days in AUD/USD of 2,584 lots and JPY/USD of 4,135 lots, culminating in a new open interest record of 38,904 on August 28. Find out how these short-dated instruments can help you manage risk events during the week

Explore our Options Analytics on QuikStrike

 

The Numbers You Need

YTD September 12 2018 ADV

Futures $97.5B, +19.9% YTD YoY
Options $9.1B, +3.7% YTD YoY

Trending

Wednesday Options

Volume record:
17,218 contracts on Aug 10
Open interest record: 
36,696 contracts on Aug 14

FX LOIH

Highest Ever
1,177 on Aug 14

FX Link

Rolling 5 Day Average Volume
4,000+ on Sept 7

USD/CNH

Futures Volume Record
2,611 contracts on Sept 12


Need to Know

Sept 26: FOMC
Add to Calendar
EUR/USD

Oct 2: RBA
Add to Calendar
AUD/USD

Oct 4: BdeM
Add to Calendar
MXN/USD

Daily FX Market Reports
Receive the previous day's market recap


Go Macro


Go Learn CME Institute

Go Further Product Pages

Go Subscribe Archived Reports

 

CME FX: DEFINED BY YOU, DELIVERED BY US.