The FX Report: 2019 Issue I

In The News

Get More Granularity: Strike Listing Change

From February 24, an optimized strike listing convention is being implemented to provide more granularity for participants in near-the-money strikes in short dated instruments. This process will begin with CAD/USD and AUD/USD and will be extended to more currencies over time.

Everything you need to know


In Our Markets

FX Link: New Records Reached, New Currencies Added

On January 30, FX Link traded a record of almost 24K contracts, equivalent to $2.4B notional. From February 19, FX Link will be available on USD/CHF and NZD/USD – in addition to the existing suite of AUD/USD, EUR/USD, GBP/USD, USD/CAD, USD/JPY and USD/MXN.

Read all about it

 

FX Options: 10 a.m. NY is the New 2 p.m. CT

We have moved our FX options expiration time to 10 a.m. NY to better align with OTC conventions. After June 9, all contracts will expire at 10 a.m.

Watch our two-minute video to see why

 

USD/CNH: The Records Are Rolling In

On February 11, more USD/CNH was traded than ever before with 5,813 contracts traded – through the roll, and through more firms trading.

Get to know the contract

 

USD/CNH: The Margins Have Changed

Margin requirements for trading USD/CNH have been lowered – a reduction of 15.4% on last year.

Calculate your margin with CME CORE

 

RUB/USD: There’s No Rub in the Ruble

RUB/USD futures are up 120% YoY, trading almost 3K a day with useful offsets against AUD/USD, BRL/USD, MXN/USD, NOK/USD and ZAR/USD as well as up to 25% with Brent and WTI futures.

Find Out How

 

The Numbers You Need

YTD 2019 ADV

Futures & Options $83B

Trending

 USD/CNH Futures:
5,813 on Feb 11

 FX Link Volume Record:
23,997 on January 30

 EUR/JPY Futures OI:
44,623 Dec 11

 ZAR/USD Futures:
29,006 Dec 11


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