FX option expiries for September 17 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
– EUR/USD: EUR amounts
- 1.1745-50: 1.8b
- 1.1800: 1.2b
- 1.1975-80: 1.2b
– AUD/USD: AUD amounts
- 0.7300: 1.1b
- 0.7325: 1.1b
– USD/CAD: USD amounts
- 1.2495-2500: 800m
- 1.2635-45: 896m
- 1.2700: 1.0b
- 1.2745-50: 1.0b
