- 17 May 2018
- By CME Group
As part of their review, Greenwich Associates report 1 in 2 buyside firms are now considering adding futures to their portfolio. Why?
It's been seven weeks since launch – volume exceeded 7,000 contracts on May 4. Five of the largest Prime Brokers are already connected, facilitating a growing network of trading firms while more banks and buyside clients continue to come on-board. Liquidity is developing, with top-of-book at 0.1-0.2 ticks wide and up to $100m deep, for much of the day.
Follow the market in real time through CME Direct, our trading front- end, or if you prefer to use Bloomberg or Reuters, simply log interest with your service provider.
CAD/USD is trading 50% tighter and 2 ½ times deeper QoQ. JPY/USD is trading 40% tighter and 1 ½ times deeper QoQ. Get the granularity you need, get connected to monthly expiries.
Record open interest on Wednesday options on May 8 of 28,399 and now, within only six months, they account for 6-7% of total FX Options ADV.
Wednesday Options Volume: 11,406 contracts on May 15
Wednesday Options Record OI: 28,399 contracts on May 8
FX Link Record Volume: 7,105 round turns on May 4
NEW TOOL: Options Expiration Calendar. View and download 12 months of options listing and expiration dates, including yet-to-be-listed weekly expiries.
Launch
May 30: BoC Meeting
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CAD/USD Wednesdays
June 5: RBA Meeting
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AUD/USD Futures
June 12: FOMC & CPI
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EUR/USD
June 14: ECB
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EUR/USD
Precision Pricing:
Get ready for more decimal places, in every asset class.
Read the client impact doc
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