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Cleared OTC FX

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As global regulations change, financial institutions become more focused on capital ratios and margin requirements.

To meet your needs in bilateral trades, CME Group has developed a market-leading, cash-settled FX clearing solution, including non-deliverable forwards (NDFs), cash-settled forwards (CSFs) and options.

Key Benefits

Real-time clearing 24 hours a day, five days a week

Aggregate positions in a single account directly with CME Clearing or via an FCM

Reduce margin requirements through counterparty netting

Reduce line items and gross notional to benefit leverage ratio through compression tools

Optimize funding costs through a variety of accepted collateral to meet initial margin requirements

Product Offering

Our cash-settled solution offers:

  • Superior cost and capital efficiencies compared to physically delivered products
  • Streamlined onboarding with automated account setup for clients who already have IRS clearing accounts
  • Cross-margining against all OTC FX products
  • Platform agnostic service via CME Clearport that is compatible and connected with industry platforms including Markitwire, Traiana and Blomberg VCON

11 Non-Deliverable Forwards

  • USD/BRL
  • USD/CNY
  • USD/KRW
  • USD/RUB
  • USD/CLP
  • USD/INR
  • USD/PHP
  • USD/IDR
  • USD/TWD
  • USD/COP
  • USD/PEN

26 Cash-Settled Forwards

USD Settlement currencies:
EUR/USD*, AUD/USD*, GBP/USD*, USD/SEK, USD/DKK, NZD/USD, USD/NOK, USD/HKD, USD/HUF, USD/ILS, USD/MXN, USD/SGD, USD/PLN, USD/ZAR, USD/CZK, USD/TRY, USD/THB

Non-USD, T+1 settlement currencies:
USD/CAD*

Non-USD, T+2 settlement currencies:
USD/CHF*, USD/JPY*, AUD/JPY, EUR/JPY, CAD/JPY, EUR/AUD, EUR/CHF, EUR/GBP*

* 10am NY & 4pm London fixing 

7 Cash-Settled Options

  • AUD/USD
  • EUR/USD
  • USD/CAD
  • USD/JPY
  • EUR/GBP
  • GBP/USD
  • USD/CHF

FX Blending

Global regulation has increased the focus on capital ratios and margin requirements on bilateral trades.

Learn how, by clearing your NDF trades through CME, you can benefit from capital and operational efficiencies by reducing line items and gross notional with the FX blending tool.

Watch a simple worked example using USD/BRL non-deliverable forwards and see how FX blending can help your NDF portfolio. Understand how the tool calculates and compresses the trades, whilst maintaining the same risk profile, and generates reductions.

OTC FX Essentials

Quick Links

OTC FX Market Data

 

Non-Deliverable Forwards

Currency Pair USD Equivalent Volume USD Equivalent Open Interest
USD/BRL $0 $0
USD/PHP $0 $0
USD/INR $0 $0
USD/KRW $0 $0
USD/CNY $0 $0
USD/IDR $0 $0
USD/TWD $0 $0
USD/CLP $0 $0
USD/COP $0 $0
USD/PEN $0 $0
USD/RUB $0 $0
NDF Total $0 $0

FX Options

Currency Pair USD Equivalent Volume USD Equivalent Open Interest
10am NY Fixing
AUD/USD $0 $0
EUR/GBP $0 $0
EUR/USD $0 $0
GBP/USD $0 $0
USD/CAD $0 $0
USD/CHF $0 $0
USD/JPY $0 $0
FXO Total $0 $0

Cash-Settled Forwards

Currency Pair USD Equivalent Volume USD Equivalent Open Interest
4pm London Fixing
AUD/JPY $0 $0
AUD/USD $0 $0
CAD/JPY $0 $0
EUR/AUD $0 $0
EUR/CHF $0 $0
EUR/GBP $0 $0
EUR/JPY $0 $0
EUR/USD $0 $0
GBP/USD $0 $0
NZD/USD $0 $0
USD/CAD $0 $0
USD/CZK $0 $0
USD/CHF $0 $0
USD/DKK $0 $0
USD/HKD $0 $0
USD/HUF $0 $0
USD/ILS $0 $0
USD/JPY $0 $0
USD/MXN $0 $0
USD/NOK $0 $0
USD/PLN $0 $0
USD/SEK $0 $0
USD/SGD $0 $0
USD/THB $0 $0
USD/TRY $0 $0
USD/ZAR $0 $0
10am NY Fixing
AUD/USD $0 $0
EUR/GBP $0 $0
EUR/USD $0 $0
GBP/USD $0 $0
USD/CAD $0 $0
USD/CHF $0 $0
USD/JPY $0 $0
CSF Total $0 $0
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