The FX Report: Issue VII

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>

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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.

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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.

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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

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

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