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

Futures ADV: Last 5 Trade Days

Futures Open Interest: Last 5 Trade Days

Top Futures Products Traded On: 03/29/2016

Product Long Desc

Trade Date

Trade Date

Notional Value

Open Interest Notional Value

Notional Value

EURO FUTURE

32,782,712,369

JAPANESE YEN FUTURES

12,114,411,863

BRITISH POUND FUTURES

8,477,821,969

AUSTRALIAN DOLLAR FUTURES

7,621,870,290

CANADIAN DOLLAR FUTURES

5,286,549,240

SWISS FRANC FUTURES

2,520,097,000

BRAZILIAN REAL FUTURES

1,407,007,535

NEW ZEALAND FUTURES

1,333,762,400

MEXICAN PESO FUTURES

1,329,695,430

E-MINI EURO FX FUTURE

282,696,188

E-MICRO EUR USD FUTURES

219,321,339

E-MINI J-YEN FUTURE

67,278,619

E-MICRO AUD USD FUTURES

37,225,401

STANDARD SIZE INR-USD FUTURE

28,902,070

E-MICRO GBP USD FUTURES

18,954,638

RUSSIAN RUBLE FUTURES

15,108,638

03/23/2016

53,199,354,447

03/23/2016

120,759,277,116

03/24/2016

45,057,552,338

03/24/2016

120,951,065,388

U.S. DOLLAR/SWEDISH KRONA

12,974,400

03/28/2016

27,900,409,582

03/28/2016

121,867,363,515

E-MICRO JPY USD FUTURES

11,089,028

03/29/2016

73,600,309,773

03/29/2016

116,237,540,210

U.S. DOLLAR/NORWEGIAN KRONE FUT

9,535,200

AFRICAN RAND FUTURES

8,027,500

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.

Report Title: FX Report

Report Category: International Reports
Report Source: Trade Volume

Page 1 of 1

="DESCRIPTIO

Daily Foreign Exchange Market Update: Option 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

Options ADV: Last 5 Trade Days

Trade Date

Globex Notional Value Pit Notional Value

Options Open Interest: Last 5 Trade Days

Total Notional Value

Trade Date

Open Interest Notional Value

03/23/2016

6,508,027,759

261,208,294

6,769,236,053

03/23/2016

74,519,124,535

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

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.

Report Title: FX Report

Report Category: International Reports
Report Source: Trade Volume

Page 1 of 4

="DESCRIPTION"

Daily Foreign Exchange Market Update: Option 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

Put Call Notional Value Breakdown for American Style Options on Trade Date: 3/29/16

Call Option

Put Option

AUSTRALIAN DOLLAR OPTIONS

193,903,360

103,780,320

BRITISH POUND OPTIONS

327,189,475

346,840,881

CANADIAN DOLLAR OPTIONS

185,726,540

145,077,700

1,825,087,164

2,315,564,158

443,567,200

498,350,400

1,930,500

33,462,000

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.

Report Title: FX Report

Report Category: International Reports
Report Source: Trade Volume

Page 2 of 4

="DESCRIPTION"

Daily Foreign Exchange Market Update: Option 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

Put Call Notional Open Interest Breakdown for American Style Options on Trade Date: 3/29/16

Call Option

Put Option

AUSTRALIAN DOLLAR OPTIONS

2,299,477,840

3,113,784,800

BRITISH POUND OPTIONS

4,490,481,844

5,445,873,463

CANADIAN DOLLAR OPTIONS

2,732,026,180

3,179,307,960

15,660,682,390

21,849,981,959

7,996,759,819

6,955,333,925

693,178,200

658,286,100

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.

Report Title: FX Report

Report Category: International Reports
Report Source: Trade Volume

Page 3 of 4

="DESCRIPTION"

Daily Foreign Exchange Market Update: Option 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

Top Options Products Traded On: 03/29/2016

Product Long Desc

Top 5 Traded Strikes (in lots) for Select Products Traded On: 03/29/2016

Notional Value

EURO OPTIONS

4,140,651,322

Product Short Desc

Month Strike Volume

Product Short Desc

Month Strike Volume

AUST DLR CALL

APR16

0.7650

423 BRIT PND PUT

MAY16

1.3950

563

AUST DLR PUT

APR16

0.7300

227 BRIT PND CALL

MAY16

1.4650

529

AUST DLR CALL

APR16

0.7600

226 BRIT PND PUT

APR16

1.4150

307

JAPANESE YEN OPTIONS

941,917,600

BRITISH POUND OPTIONS

674,030,356

AUST DLR CALL

APR16

0.7750

214 BRIT PND CALL

SEP16

1.6000

259

CANADIAN DOLLAR OPTIONS

330,804,240

AUST DLR CALL

JUN16

0.7700

150 BRIT PND CALL

SEP16

1.6350

250

BRIT PND CALL

SEP16

1.6700

250

AUSTRALIAN DOLLAR OPTIONS

297,683,680

SWISS FRANC OPTIONS

35,392,500

MEXICAN PESO OPTIONS

EUROPEAN STYLE EURO FX
EUROPEAN STYLE BRITISH POUND OPTIO
EUROPEAN STYLE JAPANESE YEN

Product Short Desc

Month OTC K Volume Product Short Desc

Month Strike

717,250

CANADA DLR CALL

MAY16 1.2987

462 EURO FX PUT

JUN16

1.0600

1,684

421,088

CANADA DLR CALL

MAY16 1.2821

210 EURO FX PUT

JUN16

1.0800

1,610

CANADA DLR PUT

APR16

1.3245

181 EURO FX PUT

APR16

1.1150

1,543

CANADA DLR PUT

JUN16

1.3889

165 EURO FX CALL

APR16

1.1300

1,007

CANADA DLR PUT

APR16

1.3158

136 EURO FX PUT

APR16

1.1100

999

Product Short Desc

Month OTC K Volume Product Short Desc

Month OTC K Volume

JAPAN YEN PUT

APR16

114.29

778 SWISS FRNC PUT

JUN16

1.0000

53

APR16

113.64

763 SWISS FRNC PUT

JUN16

0.9804

48

356,900
220,900

Top 5 Strikes by Open Interest (in lots) On: 03/29/201

Product Short Desc Month

Strike

Open Interest

Volume

EURO FX PUT

APR16

1.0900

6,031

JAPAN YEN PUT

JAPAN YEN CALL

APR16

105.2632

5,875

WKJY-1J-C

APR16

110.50

525 SWISS FRNC PUT

JUN16

0.9852

48

JAPAN YEN CALL

JUN16

112.36

392 WKSF-5S-P

APR16

0.9901

42

JAPAN YEN PUT

MAY16

114.94

359 SWISS FRNC PUT

JUN16

0.9950

18

JAPAN YEN PUT

APR16

112.9944

5,621

EURO FX PUT

APR16

1.0700

5,270

JAPAN YEN PUT

APR16

113.6364

4,737

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.

Report Title: FX Report

Report Category: International Reports
Report Source: Trade Volume

Page 4 of 4

="DESCRIPTION"