FX option expiries for Dec 21 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
– EUR/USD: EUR amounts
- 1.1325 990m
- 1.1350 1.5bn
- 1.1400 1.6bn
- 1.1435 541m
- 1.1440 1.2bn
- 1.1450 1.5bn
- 1.1460 517m
- 1.1475 580m
- 1.1485 583m
- 1.1500 2.4bn
- 1.1520 832m
- 1.1535 2.0bn
- 1.1540 2.8bn
– GBP/USD: GBP amounts
- 1.2600 390m
- 1.2675 289m
- 1.2700 969m
- 1.2750 276m
- 1.2795 271m
– USD/JPY: USD amounts
- 110.00 3.0bn
- 110.25 1.6bn
- 110.50 1.3bn
- 110.55 445m
- 110.75 501m
- 111.00 1.3bn
- 111.35 380m
- 111.50 4.8bn
- 111.55 480m
- 111.65 430m
- 112.00 2.2bn
- 112.15 931m
- 112.30 600m
- 112.50 466m
– AUD/USD: AUD amounts
- 0.7100 2.3bn
- 0.7150 517m
- 0.7205 2.0bn
– USD/CAD: USD amounts
- 1.3400 600m
- 1.3500 620m
– NZD/USD: NZD amounts
- 0.6750 387m NZD
- 0.6800 862m
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