FX

FX

FX OPTIONS ON FUTURES

Access the unique liquidity and clear benefits for trading global FX that only CME Group delivers.

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Key benefits

Discover unique liquidity and clear benefits using FX options on futures to manage currency risk.

Margin and operational efficiencies

Cleared FX options may offer significantly reduced margin requirements vs. OTC. Trade without an ISDA, CSA agreement, or bilateral credit line required.

Fair market access

See the same quotes as other participants within our regulated central order book featuring 23-hour execution, full transparency, and no last look.

Familiar, OTC-like trading

Trade OTC-aligned contracts with European-style expiries, multiple maturities and strikes. Use blocks to lean on your OTC relationships and OTC-like liquidity while accessing clearing benefits.

All-to-all trading

Go beyond peer-to-peer with our central limit order book, available to individual and institutional traders alike. Anonymously trade outright or delta-hedged options or option strategies.

What’s new in FX options

Get the latest information on webinars, research, market trends and more.
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Market Activity

The latest across the FX options complex

Monthly and weekly option expirations are available to trade across a wide range of currency pairs, including expiries every day out to two weeks in the G5. Click on the product name below to view quotes and access other expirations.

Groups
FX
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EUU: EUR/USD (EUU|6E)

GBU: GBP/USD (GBU|6B)

JPU: JPY/USD (JPU|6J)
ADU: AUD/USD (ADU|6A)

CAU: CAD/USD (CAU|6C)

Products

FX: EUU

FX: GBU

FX: JPU

FX: ADU

FX: CAU

Block trades

Gain the execution flexibility of privately negotiated bilateral block trades of FX options. See the latest activity.

Asset Classes and Product Groups
FX
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Tools

Run scenarios, analyze the market, identify trends and test-drive strategies with our interactive online tools.

Pricing and strategy tools
Options Calculator

Generate theoretical prices and Greeks for FX options on futures.

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Strategy Simulator

Run hypothetical underlying price scenarios for FX options.

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Open Interest Profiles

Analyze open interest and OI change patterns for each expiration.

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Commitment of Traders Tool

View large open interest holders’ changing positions per CFTC reports.

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Volatility tools
Historical charting with QuikVol

Chart and analyze historical volatility data for FX options.

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Vol Converter Tool

View FX options on futures data in OTC terms (premiums, strikes, and more).

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Vol Term Structure

Compare change in current implied volatilities across expirations from one week ago.

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Vol Surface (Vol2VolTM Expected Range)

Track trends by plotting volume and open interest vs. the most recent settlements.

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/markets/fx/fx-futures-and-options-block-and-efrp-providers
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Description
ACCESS FX LIQUIDITY FROM 20+ PROVIDERS FOR BILATERAL TRADES.
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VIEW LIST
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URL
https://www.cmegroup.com/newsletters/excell-with-options-report-from-rich-excell.html
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FEE DISCOUNT
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Title
Save up to 75% on large FX option trade fees
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Description
Read about automatically applied big-ticket discounts for large FX option trades that meet certain thresholds.
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Find out more
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Resources

View contract and exchange details to help you trade FX options.

Contracts
Essentials
Expiries
Block trades
URL
/trading/fx/fx-options-new-large-trade-incentive-program.html
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Volatility benchmark
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Track volatility with FX CVOL
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Description
Now you can measure and monitor FX volatility using CME Group Volatility Index (CVOL). CVOL provides a gauge of implied volatility using a simple variance method based on liquid FX options on futures.
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Find out more
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URL
/clearing/operations-and-deliveries/accepted-trade-types/block-data.html#groups=3&foi=O
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NEVER MISS A BLOCK TRADE:
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SET UP CUSTOMIZED ALERTS TO GET NOTIFIED
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See how
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Want a better understanding of options?

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FX Futures and Options

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Contact a member of our expert options team for more information about our products.