CME to go live with triangulation and monthly FX futures

Triangulation will link futures, and both volatility- and premium-quoted options markets on February 27

triangles-getty
Shaping up: CME's triangulation service will link three liquidity pools

CME Group is going live with six monthly foreign exchange futures contracts on February 27, as well as launching triangulation, which links the futures, and both the volatility- and premium-quoted options markets.

The exchange announced plans to launch six monthly FX futures contracts in January, for six currency pairs – the Australian dollar, sterling, Canadian dollar, euro, Japanese yen and EUR/GBP – which were previously only offered on a quarterly basis. The first serial listed will be April

To continue reading...

You must be signed in to use this feature.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: