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: 11/05/2014 Product Long Desc

Trade Date

Trade Date

Notional Value

Open Interest Notional Value

Notional Value

EURO FUTURE

39,546,889,101

JAPANESE YEN FUTURES

25,729,448,375

AUSTRALIAN DOLLAR FUTURES

13,239,206,210

BRITISH POUND FUTURES

12,796,081,513

SWISS FRANC FUTURES

6,881,827,088

CANADIAN DOLLAR FUTURES

6,434,194,110

NEW ZEALAND FUTURES

3,119,690,960

BRAZILIAN REAL FUTURES

1,996,933,770

MEXICAN PESO FUTURES

1,470,340,655

RUSSIAN RUBLE FUTURES

397,222,200

EURO FX/JY FUTURE

382,291,875

EURO FX/SF FUTURES

373,398,238

EURO FX/BP FUTURE

354,049,088

E-MINI EURO FX FUTURE

313,170,313

EUR/USD FUTURES*

222,946,775

E-MICRO EUR USD FUTURES

137,328,604

AUSTR. DOLLAR/JAPAN. YEN FUTURES

108,832,320

10/30/2014

97,356,659,520

10/30/2014

155,812,627,621

10/31/2014

153,220,445,757

10/31/2014

159,717,217,544

11/03/2014

98,015,776,751

11/03/2014

159,941,238,726

E-MINI J-YEN FUTURE

61,313,188

11/04/2014

91,742,448,593

11/04/2014

160,584,841,654

E-MICRO AUD USD FUTURES

31,759,872

11/05/2014

113,828,690,164

11/05/2014

161,155,913,796

GBP/USD FUTURES*

26,677,415

The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. © Copyright 2007 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

10/30/2014

10,641,449,367

574,494,713

11,215,944,080

10/30/2014

120,941,361,942

10/31/2014

19,496,355,226

1,589,760,538

21,086,115,764

10/31/2014

119,688,005,847

11/03/2014

13,111,057,192

1,664,491,395

14,775,548,587

11/03/2014

124,555,319,924

11/04/2014

8,569,829,434

571,042,555

9,140,871,989

11/04/2014

128,040,356,543

11/05/2014

10,113,541,193

960,067,026

11,073,608,219

11/05/2014

130,574,694,962

The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. © Copyright 2007 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: 11/5/14

Call Option

Put Option

AUSTRALIAN DOLLAR OPTIONS

600,224,170

994,245,500

BRITISH POUND OPTIONS

505,194,350

412,141,013

CANADIAN DOLLAR OPTIONS

299,198,930

318,685,410

2,147,593,129

3,842,439,276

885,656,476

758,382,501

60,009,665

95,260,714

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 2007 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: 11/5/14

Call Option

Put Option

AUSTRALIAN DOLLAR OPTIONS

4,387,563,220

5,231,296,760

BRITISH POUND OPTIONS

7,359,661,895

8,254,046,531

CANADIAN DOLLAR OPTIONS

3,805,035,600

3,745,568,000

EURO OPTIONS

32,758,024,140

36,124,355,803

JAPANESE YEN OPTIONS

11,884,161,350

11,122,311,827

1,455,932,827

1,488,698,701

SWISS FRANC OPTIONS

The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. © Copyright 2007 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: 11/05/2014 Product Long Desc

Top 5 Traded Strikes (in lots) for Select Products Traded On: 11/05/2014

Notional Value

EURO OPTIONS

5,990,032,405

JAPANESE YEN OPTIONS

1,644,038,977

AUSTRALIAN DOLLAR OPTIONS

1,594,469,670

BRITISH POUND OPTIONS

917,335,363

CANADIAN DOLLAR OPTIONS

617,884,340

SWISS FRANC OPTIONS

155,270,379

EUROPEAN STYLE EURO FX EUROPEAN AUSTRALIAN DOLLAR OPT XA MEXICAN PESO OPTIONS

Product Short Desc

Month Strike Volume

AUST DLR PUT

DEC14

0.8700

2,181 BRIT PND PUT

NOV14

1.5900

899

AUST DLR PUT

DEC14

0.9000

1,203 WKBP-2B-C

NOV14

1.5950

516

AUST DLR PUT

NOV14

0.8500

1,140 BRIT PND CALL

MAR15

1.6550

464

AUST DLR PUT

DEC14

0.8550

965 WKBP-2B-P

NOV14

1.5750

464

AUST DLR CALL

DEC14

0.8900

694 BRIT PND CALL

MAR15

1.7000

449

Product Short Desc

Month OTC K Volume Product Short Desc

Month Strike

CANADA DLR CALL

NOV14 1.1364

610 EURO FX PUT

DEC14

1.2300

1,922

37,646,400

WKCD-3C-P

NOV14 1.1429

441 EURO FX PUT

NOV14

1.2400

1,518

CANADA DLR CALL

DEC14

1.1364

426 EURO FX PUT

DEC14

1.2100

1,511

CANADA DLR PUT

DEC14

1.1364

364 EURO FX CALL

NOV14

1.2700

1,463

CANADA DLR CALL

NOV14 1.1299

360 EURO FX PUT

DEC14

1.2250

1,449

Product Short Desc

Month OTC K Volume Product Short Desc

Month OTC K Volume

JAPAN YEN CALL

DEC14

111.11

1,811 SWISS FRNC PUT

DEC14

0.9804

106

DEC14

108.70

1,142 SWISS FRNC PUT

DEC14

1.0000

73

14,952,285 4,716,360

EUROPEAN STYLE BRITISH POUND OPTIO

1,697,025

Top 5 Strikes by Open Interest (in lots) On: 11/05/201 Strike

Month Strike Volume

94,089,915

EUROPEAN STYLE CANADIAN DOLLAR OPT

Product Short Desc Month

Product Short Desc

Open Interest

Volume

EURO FX PUT

NOV14

1.2400

7,901

JAPAN YEN CALL

EURO FX PUT

DEC14

1.2800

7,527

JAPAN YEN PUT

NOV14

114.94

619 SWISS FRNC CALL

DEC14

0.9390

67

JAPAN YEN PUT

DEC14

115.61

605 SWISS FRNC PUT

DEC14

1.0101

61

JAPAN YEN PUT

DEC14

117.65

520 SWISS FRNC PUT

DEC14

1.0204

61

EURO FX PUT

DEC14

1.2500

7,181

EURO FX CALL

NOV14

1.2900

6,963

EURO FX PUT

NOV14

1.2500

6,746

The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. © Copyright 2007 CME Group Inc. All rights reserved.

Report Title: FX Report Report Category: International Reports Report Source: Trade Volume

Page 4 of 4

="DESCRIPTION"