Large FX option expiries for Mar 1 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
– EUR/USD: EUR amounts
- 1.2000 721m
- 1.2070/75 667m
- 1.2135 454m
- 1.2200 1.3b
– USD/JPY: USD amounts
- 105.55/57 2.1b
- 106.20/25 1.8b
- 106.45/55 2.3b
- 106.85 510m
– AUD/USD: AUD amounts
- 0.7770 2.2b
– USD/CAD: USD amounts
- 1.2500 1.2b
– NZD/USD: NZD amounts
- 0.7350 1.9b