FX option expiries for January 10 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
– EUR/USD: EUR amounts
- 1.1275-80 1.2b
- 1.1300 394m
- 1.1350 552m
- 1.1390 340m
– GBP/USD: GBP amounts
- 1.3610 305m
– USD/JPY: USD amounts
- 114.00 1.2b
- 116.00 600m
- 116.50 1.2b
– USD/CHF: USD amounts
- 0.9150 260m
- 0.9240 700m
– AUD/USD: AUD amounts
- 0.7045-50 450 m
– USD/CAD: USD amounts
- 1.2750-55 395m
– AUD/JPY: AUD amounts
- 80.98-81.00 1.25b
– USD/ZAR: USD amounts
- 16.30 400m
