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Screenshot of a breaking news alert e-mail from Q2 2017
International derivatives marketplace CME Group Inc (NASDAQ:CME) has announced September’s overview of FX futures and options. Here are some of the highlights:
- 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
- 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.