Daily Foreign Exchange Market Update: Futures Market Overview
Daily Foreign Exchange Market Update: Futures Market Overview
Daily Foreign Exchange Market Update: Futures Market Overview
For questions or concerns regarding this report please contact Will Patrick at +44 20 7796 7122 or Craig LeVeille at +1 (312) 454-5301
Trade Date
Trade Date
Notional Value
Notional Value
EURO FUTURE
30,441,470,788
10,252,563,782
8,077,627,182
7,343,048,880
5,600,447,070
3,138,364,063
1,874,334,800
1,353,724,205
302,532,188
210,784,800
168,964,695
61,085,759
42,995,100
39,489,670
37,029,578
23,101,440
03/24/2016
45,057,552,338
03/24/2016
120,951,065,388
03/28/2016
27,900,409,582
03/28/2016
121,867,363,515
21,565,514
03/29/2016
73,600,309,773
03/29/2016
116,237,540,210
15,451,863
03/30/2016
69,038,128,451
03/30/2016
117,973,527,241
11,424,434
9,666,808
The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2015 CME Group Inc. All rights reserved.
Page 1 of 1
="DESCRIPTIO
Trade Date
Trade Date
03/24/2016
4,493,512,938
359,820,947
4,853,333,885
03/24/2016
72,215,481,078
03/28/2016
3,675,816,009
98,698,161
3,774,514,170
03/28/2016
74,004,062,690
03/29/2016
6,088,888,212
333,307,624
6,422,195,836
03/29/2016
75,940,732,966
03/30/2016
6,566,680,667
350,910,694
6,917,591,361
03/30/2016
79,194,726,207
The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2015 CME Group Inc. All rights reserved.
Page 1 of 4
="DESCRIPTION"
Put Call Notional Value Breakdown for American Style Options on Trade Date: 3/30/16
Call Option
Put Option
164,287,330
196,837,240
278,028,570
409,152,333
166,943,150
186,914,640
1,924,442,775
2,664,512,375
329,576,127
492,430,378
45,085,276
27,414,626
EURO OPTIONS
JAPANESE YEN OPTIONS
SWISS FRANC OPTIONS
The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2015 CME Group Inc. All rights reserved.
Page 2 of 4
="DESCRIPTION"
Put Call Notional Open Interest Breakdown for American Style Options on Trade Date: 3/30/16
Call Option
Put Option
2,375,398,170
3,273,143,680
4,658,678,327
5,705,821,625
2,785,383,380
3,239,179,810
16,469,512,925
23,069,316,975
8,113,533,292
7,184,939,814
733,215,477
685,829,240
EURO OPTIONS
JAPANESE YEN OPTIONS
SWISS FRANC OPTIONS
The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2015 CME Group Inc. All rights reserved.
Page 3 of 4
="DESCRIPTION"
Top 5 Traded Strikes (in lots) for Select Products Traded On: 03/30/2016
Notional Value
EURO OPTIONS
4,588,955,150
APR16
0.7750
APR16
1.4600
885
WKAD-3A-P
APR16
0.7350
MAY16
1.4750
377
WKAD-3A-P
APR16
0.7500
APR16
1.4200
352
822,006,505
687,180,903
APR16
0.7650
JUN16
1.3900
350
361,124,570
APR16
0.7700
MAY16
1.4150
325
353,857,790
72,499,902
Month Strike
28,968,000
MAY16 1.2821
APR16
1.1300
1,380
1,927,750
APR16
1.2987
APR16
1.1200
1,339
MAY16 1.3158
MAY16
1.1150
1,198
MAY16 1.2903
APR16
1.1250
1,149
WKCD-1C-C
APR16
MAY16
1.1050
785
MAY16
113.64
MAY16
0.9346
78
JUN16
118.34
SEP16
1.0101
69
901,813
111,288
57,690
1.2903
Volume
Strike
Open Interest
EURO FX PUT
APR16
1.0900
6,016
APR16
105.2632
5,875
JUN16
114.94
SEP16
0.9091
60
JUN16
116.96
SEP16
0.9662
57
MAY16
110.50
JUN16
0.9709
43
APR16
112.9944
5,621
EURO FX PUT
APR16
1.0700
5,270
EURO FX PUT
APR16
1.1000
4,936
The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2015 CME Group Inc. All rights reserved.
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="DESCRIPTION"