The FX Report: Issue 01

  • 16 Feb 2018
  • By CME Group

In The News

TCA Proves Effective: Greenwich Finds ≥75% Savings Using Futures Over OTC

Greenwich Associates TCA analysis reveals 1 in 2 buyside have considered shifting to Futures.  

Find Out Why

In Our Markets

Get Ready for a New Listed Alternative to FX Swaps

FX Link is the first-ever central limit order book connecting OTC FX spot and CME FX Futures. Efficiently manage positions and replicate FX swap exposures via a single Globex spread.

Read the Guide


Change is Not Always Difficult: Futures can be used to replicate positions in Spot, Swaps and Forwards, efficiently

See how FX futures can deliver cost-efficient, synthetic exposure across a range of FX products including OTC FX spot, forwards and swaps with examples for each.

Read The White Paper


Almost 30 Already: Wednesday FX Options Already Beyond 27K in OI

Growing up fast:  Wednesday FX options for mid-week events (FOMC, BOC, BOA, BOE, ECB) hit 27,062 in OI on Jan 30.

Get The Specs


GO Bloomberg: VQO now Available to Trade

Trading Volatility-Quoted Options just got easier.

Get the Codes


New Year, New Trades: EUR/USD Hits New Records

EUR/USD saw record activity in January with Open Interest surpassing 600,000 for the first time ever on Jan 18

See the Data

The Numbers You Need

January 2018 ADV

Futures $104B, +30% YoY
Options $12B, +69% YoY


Monthly Futures single day record: 23,199 contracts on Jan 11
Wednesday Options single day record: 12,289 contracts on Feb 14

Need To Know

Mar 4: Italian Election
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Mar 7: BOC Wednesday
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CAD/USD Options

Mar 8: BOJ Thursday
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JPY/USD Options

Mar 8: ECB Thursday
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2018 Product Guide & Holiday Schedule:

Launch date confirmed: FX Link Mar 25
 Add to Calendar

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