FX option expiries for Jan 12 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
– EUR/USD: EUR amounts
- 1.2150 1.1bn
- 1.2200 1.4bn
- 1.2230 632m
- 1.2250 1.4bn
- 1.2275 618m
- 1.2300 2.1bn
– GBP/USD: GBP amounts
- 1.3600 290m
- 1.3700 288m
– USD/JPY: USD amounts
- 103.00 519m
- 103.20 565m
- 104.00 1.2bn
– AUD/USD: AUD amounts
- 0.7650 508m
- 0.7750 828m
– USD/CAD: USD amounts
- 1.2750 615m