Bloomberg User Guide: CME FX Options on Futures
Using the codes below, follow these steps to access information about CME FX options on futures through a Bloomberg terminal.
| EUR/USD | JPY/USD | GBP/USD | AUD/USD | CAD/USD | CHF/USD | BRL/USD | MXN/USD | USD/CNH | ||
|---|---|---|---|---|---|---|---|---|---|---|
|
XXXX | Monthly | UEAA | JADA | BGAA | AUAA | UCDA | SWBA | BRA | PEA | CHYA |
| Weekly | ||||||||||
| Mondays | DZWA | JPWA | BDWA | ARWA | CFWA | |||||
| Tuesdays | TBPA | TBDA | TBAA | TBLA | TBBA | |||||
| Wednesdays | WEBA | WJBA | WLBA | WABA | WCBA | |||||
| Thursdays | SDYA | SDLA | SDAA | SDRA | SDBA | |||||
| Fridays | UAWA | JAWA | BGWA | AUWA | UDWA | SWWA | PEWA | COYA | ||
|
X | Fixing for Options Expiries | CMFXECF1 | CMFXJYF1 | CMFXBPF1 | CMFXADF1 | CMFXCDF1 | CMFXSFF1 | CMFXMPF5 | ||
| Underlying Futures* | ECA | JYA | BPA | ADA | CDA | SFA | BRA | PEA | CHYA |
*Please refer to the Bloomberg User Guide: CME FX Futures for price multiplier information.
| Month Codes | |||||||
|---|---|---|---|---|---|---|---|
| JANUARY | F | APRIL | J | JULY | N | OCTOBER | V |
| FEBRUARY | G | MAY | K | AUGUST | Q | NOVEMBER | X |
| MARCH | H | JUNE | M | SEPTEMBER | U | DECEMBER | Z |
Options Monitor (EUR/USD as example)
1. Type the Bloomberg code followed by “<Curncy> OMON”:
2. Click on the “pen” icon:
3. Ensure all options are ticked:
4. Differing option expiries are accessed via the “Related Products” dropdown:
Check previous trade day’s volume and open interest use <CTM>
1. Type in “CTM” then hit enter:
2. Select:
- 19) CURR – Currency for Monthly Options
OR
- 25) WCUR – Weekly Currency Options
3. After you’ve selected either, select “Option” under the Type column and type in “CME” under the Exchange column respectively.
Here’s a sample view of Monthly options:
Here’s a sample view of Weekly options:
Check most active options using <OMST>:
1. Type in “XXXX <Curncy> OMST” then hit enter:
2. Toggle between Today and Last Close to see intraday volume or previous trade day’s volume and open interest for all traded instruments. The detailed user guide can be found via “<Help> OMST”.
