Foreign exchange option expiries for the New York cut at 10:00 Eastern Time on Thursday, September 26, via DTCC, are as follows:
EUR/USD – euro amounts
- 1.1500: €1.2b
- 1.1550: €1.5b
- 1.1650: €1.2b
- 1.1685: €1.3b
- 1.1700: €2.0b
- 1.1750: €3.0b
- 1.1850: €2.8b
- 1.1900: €1.3b
- 1.2000: €930m
GBP/USD – sterling amounts
- 1.3360: £760m
- 1.3370: £541m
USD/JPY – dollar amounts
- 149.00: $842m
- 150.00: $965m
- 152.00: $1.6b
AUD/USD – aussie amounts
-
0.6650: A$502m
USD/CAD – dollar amounts
- 1.3800: $699m
- 1.3850: $1.1b
- 1.3875: $1.3b
