CME Group’s Forex options clear record 83k contracts traded per day in 2015, +23% YoY

Just reported was CME Group Inc (NASDAQ: CME) FX options metrics for December 2015, FX Options ADV reported in at 72,183, -9% YoY, Open Interest stands at 579,109 contracts. Noteworthy in the report, CME set a record in 2015 with FX options ADV up 23% from 2014 and with 96% of FX options now traded electronically.

Weekly FX American-Style Options Metrics

FX Weekly Options can be used to hedge risk around specific market events, such as Fed updates, employment reports, and other economic events.

• 2015 ADV: 15,440 weekly options traded daily in 2015, +13% YoY

• December ADV: 15,780 weekly options traded daily in December, -16% YoY,

– EUR weekly: 8,511 ADV, -11% YoY
– GBP weekly: 1,112 ADV, -58% YoY
– JPY weekly: 2,843 ADV, -4% YoY
– CAD weekly: 2,219 ADV, +47% YoY
– AUD weekly: 1,006 ADV, -40% YoY
– CHF weekly: 89 ADV,-81% YoY

Weakness in the Canadian dollar saw volumes boosted in CAD weekly option volume for December.



To view the full report with FX and other asset classes, click here.

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