On October 11, over 17,898 contracts were traded – equivalent of $1.7B notional – the largest single day since the launch of FX Link. FX monthly futures also peaked on this day – with $4.3B notional traded.
FX Link, combined with FX monthly and quarterly outrights and spreads, provides the only comprehensive liquidity pool for efficiently managing FX forward and FX swap exposures via a regulated and centrally cleared anonymous central limit order book.
From Renminbi to Rupee to Won, Peso to Real, Rand to Ruble, CME operates the largest, regulated venue for all-to-all EMFX trading. All volumes are up across the franchise in response to EM uncertainty.
Cash-settled and quoted in interbank terms, our USD/CNH contract is accelerating as more participants are utilising this contract.
As the Indian economy continues its upswing, CME INR futures are following suite with record trading, and are now active in all time zones, with deep liquidity.
Trade our suite of EMFX currencies and benefit from anything up to 50% in margin offsets across WTI, Brent, Copper and Gold and other FX products.
Wednesday options continue their strong growth trend, now having reached record single day volume of 17,217 contracts and record open interest of 38,904 contracts.
FX Link Volume Record:
17,898 on October 1
32,773 on October 11
INR Futures Volume Record:
11,380 on October 11
CNH Futures Volume Record:
2,972 on October 8
Analyse liquidity across time zones
The 10 a.m. Cut
Our FX Options are changing to 10am NY
CME FX: DEFINED BY YOU, DELIVERED BY US.