The FX Report

FX Futures | FX Options | FX Link

In this edition, you can find out more about our latest developments, why they've been conceived, and how they're being used, by staying connected to the changes in our market. Learn about new FX tools and products from CME Group.

  • 10 Jun 2020
  • By CME Group

Stay connected to tools and products


New analytics tools: Providing clients with transparency and mechanisms to identify new investment opportunities in swaps and options

Last quarter, we launched two new analytics tools – one which provides the only public price reference point for the swaps market – and one which converts listed FX options into OTC terms.

Watch how it works: CME FX Swap Rate Monitor

Take a look into the new FX Swap Rate Monitor to learn more about how you can identify potential areas of opportunity in your trading strategy.

Watch how it works: CME FX Options Vol Converter

Introducing the new FX Market Profile tool on Quant Analytics

For the first time ever, traders will be able to see CME listed FX futures and cash side-by-side with the innovative FX Market Profile tool. Optimize decision making and analyze when (and in what size) to trade futures or spot – by using this new interactive tool.

Launching in November

Follow the Roll

Watch the roll as it develops, using our Pace of the Roll tool to help you analyze your roll strategy. 


Focus on the September roll: Impact of Minimum Price Increment reductions

Buy-side customers have benefitted from improved price discovery and meaningful cost reductions during the roll period, which was coupled with further use of calendar spreads by dealers as a capital- efficient complement to bilateral FX swaps. This led to an 18% increase in bank participation and a 25% increase in participation from asset managers and other non-member end users in EUR/USD calendar spreads.

Performance metrics from the September roll

FX Link: More clients adopting, more liquidity top of book

FX Link – the only electronic alternative to a bilateral FX swap – saw September volume average $1.9B, following a strong July and August which averaged $1.7B in notional

Find out why

Buy-side adoption – trending in 2020

On the rise again, despite the pandemic, the buy-side continues to express interest in our markets ‒ motivated by the capital efficiencies and cost reductions we offer.

Read more


Each quarter, we publish The FX Report, which assembles all of the key news, views, and stats the broking community needs to know.