The FX Report: Issue VIII

  • 22 Oct 2018
  • By CME Group

In The News

FX Link: New Single Day Volume Record Of 17,898 Contracts Traded

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.

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In Our Markets

EMFX: Up 40% YTD

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.

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USD/CNH: Up 428% YoY

Cash-settled and quoted in interbank terms, our USD/CNH contract is accelerating as more participants are utilising this contract.

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INR/USD: 11k Beyond

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.

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Trade Offs: Margin Offsets Across Commodities & FX

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.

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Options Across FX: All In Wednesdays

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.

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The Numbers You Need

YTD October 23, 2018 ADV

Futures $96.5B, +17.5% YTD YoY
Options $9.1B, +1.4% YTD YoY


FX Link Volume Record:
17,898 on October 1

FX Monthlies:
32,773 on October 11

INR Futures Volume Record:
11,380 on October 11

CNH Futures Volume Record:
2,972 on October 8

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