The FX Report: Issue V

On May 29, more than 50 million contracts were traded on CME Group markets, the largest volume day in our history. The volume spike coincided with increased political risk in Europe, and was primarily driven by U.S. Interest Rates trading. However, volume across other asset classes, including FX, remained buoyed. Events like this, demonstrate that our markets, are where the world comes to manage risk.   

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Liquidity and volume are building with top-of-book regularly 0.1-0.2 ticks wide and $20 - $100M deep. Volume reached more than $1B notional on May 25 with 9,555 contracts traded. Participation is increasing with five FXPBs supporting the network.   

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Understand how CME FX Link works, how it is priced, currency pairs on offer, product specifications and the workflow in this short video.

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Our mid-week expiries for FX options are proving to be more and more useful, with 27,732 contracts traded on the FOMC announcement expiry, ahead of the Fed deciding to raise rates.

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Find out what you may be missing, and access our interactive options analytics tools. These tools enable you to analyse open interest and open interest change patterns for each expiration, for each product.

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*Google Analytics 360, YTD 2018

Trade the Commodity Currencies and benefit from up to 40% in margin offsets across WTI, Brent, Copper and Gold.

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