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: 03/30/2016

Product Long Desc

Trade Date

Trade Date

Notional Value

Open Interest Notional Value

Notional Value

EURO FUTURE

30,441,470,788

JAPANESE YEN FUTURES

10,252,563,782

BRITISH POUND FUTURES

8,077,627,182

AUSTRALIAN DOLLAR FUTURES

7,343,048,880

CANADIAN DOLLAR FUTURES

5,600,447,070

SWISS FRANC FUTURES

3,138,364,063

NEW ZEALAND FUTURES

1,874,334,800

MEXICAN PESO FUTURES

1,353,724,205

E-MINI EURO FX FUTURE

302,532,188

E-MICRO EUR USD FUTURES

210,784,800

BRAZILIAN REAL FUTURES

168,964,695

E-MINI J-YEN FUTURE

61,085,759

RUSSIAN RUBLE FUTURES

42,995,100

STANDARD SIZE INR-USD FUTURE

39,489,670

E-MICRO AUD USD FUTURES

37,029,578

U.S. DOLLAR/NORWEGIAN KRONE FUT

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

E-MICRO GBP USD FUTURES

21,565,514

03/29/2016

73,600,309,773

03/29/2016

116,237,540,210

AFRICAN RAND FUTURES

15,451,863

03/30/2016

69,038,128,451

03/30/2016

117,973,527,241

E-MICRO CAD USD FUTURES

11,424,434

E-MICRO JPY USD FUTURES

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.

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

03/24/2016

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.

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: 3/30/16

Call Option

Put Option

AUSTRALIAN DOLLAR OPTIONS

164,287,330

196,837,240

BRITISH POUND OPTIONS

278,028,570

409,152,333

CANADIAN DOLLAR OPTIONS

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.

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: 3/30/16

Call Option

Put Option

AUSTRALIAN DOLLAR OPTIONS

2,375,398,170

3,273,143,680

BRITISH POUND OPTIONS

4,658,678,327

5,705,821,625

CANADIAN DOLLAR OPTIONS

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.

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: 03/30/2016

Product Long Desc

Top 5 Traded Strikes (in lots) for Select Products Traded On: 03/30/2016

Notional Value

EURO OPTIONS

4,588,955,150

Product Short Desc

Month Strike Volume

Product Short Desc

Month Strike Volume

AUST DLR CALL

APR16

0.7750

250 BRIT PND CALL

APR16

1.4600

885

WKAD-3A-P

APR16

0.7350

231 BRIT PND CALL

MAY16

1.4750

377

WKAD-3A-P

APR16

0.7500

231 BRIT PND PUT

APR16

1.4200

352

JAPANESE YEN OPTIONS

822,006,505

BRITISH POUND OPTIONS

687,180,903

AUST DLR CALL

APR16

0.7650

162 BRIT PND PUT

JUN16

1.3900

350

AUSTRALIAN DOLLAR OPTIONS

361,124,570

AUST DLR CALL

APR16

0.7700

147 BRIT PND PUT

MAY16

1.4150

325

CANADIAN DOLLAR OPTIONS

353,857,790

SWISS FRANC OPTIONS

72,499,902

Product Short Desc

Month OTC K Volume Product Short Desc

Month Strike

EUROPEAN STYLE EURO FX

28,968,000

CANADA DLR CALL

MAY16 1.2821

248 EURO FX PUT

APR16

1.1300

1,380

1,927,750

CANADA DLR PUT

APR16

1.2987

229 EURO FX PUT

APR16

1.1200

1,339

CANADA DLR PUT

MAY16 1.3158

227 EURO FX PUT

MAY16

1.1150

1,198

CANADA DLR CALL

MAY16 1.2903

187 EURO FX PUT

APR16

1.1250

1,149

WKCD-1C-C

APR16

164 EURO FX PUT

MAY16

1.1050

785

Product Short Desc

Month OTC K Volume Product Short Desc

Month OTC K Volume

JAPAN YEN PUT

MAY16

113.64

1,416 SWISS FRNC CALL

MAY16

0.9346

78

JUN16

118.34

362 SWISS FRNC PUT

SEP16

1.0101

69

EUROPEAN STYLE CANADIAN DOLLAR OPT

EUROPEAN STYLE BRITISH POUND OPTIO
EUROPEAN STYLE JAPANESE YEN

901,813
111,288

MEXICAN PESO OPTIONS

57,690

Top 5 Strikes by Open Interest (in lots) On: 03/30/201

Product Short Desc Month

1.2903

Volume

Strike

Open Interest

EURO FX PUT

APR16

1.0900

6,016

JAPAN YEN PUT

JAPAN YEN CALL

APR16

105.2632

5,875

JAPAN YEN PUT

JUN16

114.94

343 SWISS FRNC CALL

SEP16

0.9091

60

JAPAN YEN PUT

JUN16

116.96

290 SWISS FRNC PUT

SEP16

0.9662

57

JAPAN YEN CALL

MAY16

110.50

271 SWISS FRNC PUT

JUN16

0.9709

43

JAPAN YEN PUT

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.

Report Title: FX Report

Report Category: International Reports
Report Source: Trade Volume

Page 4 of 4

="DESCRIPTION"