FX Markets

Chicago Mercantile Exchange sets non-roll month record

Average daily notional value in foreign exhange products traded on the exchange reached $90.14 billion, based on 659,213 contracts.

In options on futures, the average daily notional value was $3.96 billion based on 24,996 contracts, 73% up on August 2007 in terms of notional value and 47% up on August 2007 by volume. Of these, electronically traded options saw a notional value of $2.72 billion and an average daily volume of 17,150 contracts - up 147% and 107% respectively.

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