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. Read about key economic developments and other issues affecting the FX markets.

  • 10 Jun 2020
  • By CME Group

Stay connected to event risk


Our Chief Economist’s perspective on COVID-19 affecting the FX markets

Interest Rate Differentials and the Demand for US Dollar?

Why does the currency market consistently show a larger interest rate differential between the rate for the US dollar and other currencies – watch this short video to find out. Insights provided by our Senior Economist, Erik Norland, using FX Swap Rate Monitor data.


Impetus for change: Will the introduction of SA-CCR provide an industry wide catalyst for behavioral change in FX markets?

“As the market gears up for a new regulatory driver, in the form of SA-CCR, we’ve assessed to what extent the increased adoption of FX futures and OTC FX clearing is motivated by regulatory requirements. From UMR to the implementation of SA-CCR, we look at how the SA-CCR calculation will impact the cost of capital and what this might mean for the further adoption of cleared alternatives for FX FWDs…”

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