The FX Report: Issue V

  • 19 Jun 2018
  • By CME Group

In the News

Market Reaction Results in Record Trading

On May 29, more than 50 million contracts were traded on CME Group markets, the largest volume day in our history. The volume spike coincided with increased political risk in Europe, and was primarily driven by U.S. Interest Rates trading. However, volume across other asset classes, including FX, remained buoyed. Events like this, demonstrate that our markets, are where the world comes to manage risk.   

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In Our Markets

CME FX Link: 10 Weeks Later…

Liquidity and volume are building with top-of-book regularly 0.1-0.2 ticks wide and $20 - $100M deep. Volume reached more than $1B notional on May 25 with 9,555 contracts traded. Participation is increasing with five FXPBs supporting the network.   

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…and Everything You Need to Know in Less than 10 Minutes

Understand how CME FX Link works, how it is priced, currency pairs on offer, product specifications and the workflow in this short video.

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Wednesdays Working Hard for FOMC Risk Management

Our mid-week expiries for FX options are proving to be more and more useful, with 27,732 contracts traded on the FOMC announcement expiry, ahead of the Fed deciding to raise rates.

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Options Open Interest Profile Tools: 27,000 Users Year-to-Date*

Find out what you may be missing, and access our interactive options analytics tools. These tools enable you to analyse open interest and open interest change patterns for each expiration, for each product.

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*Google Analytics 360, YTD 2018


Access Offsets Across Commodities and FX

Trade the Commodity Currencies and benefit from up to 40% in margin offsets across WTI, Brent, Copper and Gold.

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The Numbers You Need

May 2018 ADV

Futures $103.7B, +44% YoY
Options $10.1B, +21% YoY


FX Link Volume Record: 9,555 round turns on May 25
BRL Futures Volume Record: 77,084 round turns on May 29
JPY Monthly Futures Volume Record: 10,606 round turns on May 29

Need to Know

USD/CNH: Now Cash-Settled
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June 20: BCB
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June 21: BoE & BdM
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June 22: OPEC
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July 1: Mexican Elections
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July 3: RBA
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TOOL: Options Expiration Calendar
View and download 12 months of options expiration dates.

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