CME Group FX Futures ADV grows 57% MoM

International derivatives marketplace CME Group Inc (NASDAQ:CME) has announced September’s overview of FX futures and options. Here are some of the highlights:

FX Futures

  • September 2016 FX Futures ADV of 904,263 ($88.1 billion notional)
  • FX Futures ADV grew 57% from August and is up 3% compared to September 2015
  • Volume growth trend in emerging market currency futures continued in September as the EM complex set a new ADV record and is up 22% YTD YoY
    o Record monthly ADV in MXN, NZD, NOK, SEK


Change FX Futures Calendar Spread Type SD

  •  Effective October 3rd, CME FX futures calendar spreads were changed from spread type FX to SD
  • Leg prices will be determined based on the spread difference plus the C_Last price of the front leg

FX Options

  •  September 2016 FX Options ADV of 58,622 ($6.5 billion notional)
  • FX Options ADV is grew 16% from August
  • Mexican Peso options ADV surged to a record high as politics have brought attention to the currency


For the full report, click here.

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CME Group FX Futures ADV grows 57% MoM


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