FX option expiries for September 17 NY cut

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

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