FX option expiries for the Sept 24 New York cut at 10:00 Eastern Time, as reported by DTCC, are outlined below.
EUR/USD – EUR notional amounts
- 1.1730: €948m
- 1.1750: €1.4b
- 1.1800: €1.7b
- 1.1850: €1.2b
- 1.1860: €2.0b
- 1.1900: €1.2b
- 1.2000: €901m
GBP/USD – GBP notional amounts
- 1.3500: £1.3b
- 1.3550: £921m
USD/JPY – USD notional amounts
- 145.00: $1.8b
- 148.50: $979m
AUD/USD – AUD notional amounts
- 0.6450: A$1.3b
- 0.6600: A$1.0b
- 0.6720: A$1.8b
USD/CAD – USD notional amounts
- 1.3750: $884m
- 1.3850: $1.2b
EUR/GBP – EUR notional amounts
- 0.8780: €569m
