FX option expiries for the 10am NY cut - 3 Jan 2018

Author: Justin Low | Category: News

What's on the board for today's cut - by the DTCC

Further to Eamonn's post earlier here.

  • EUR/USD: 1.1890-00 (EUR 388m), 1.1920-30 (408m) 1.1950-60 (625m), 1.2000 (301m), 1.2030 (951m)
  • USD/JPY: 112.30 (USD 138m), 112.50-55 (206m), 113.50-55 (310m)
  • GBP/USD: 1.3500 (GBP 161m)
  • USD/CHF: 0.9800 (USD 120m)
  • USD/CAD: 1.2500 (USD 333m), 1.2580 (254m), 1.2600 (181m)
  • AUD/USD: 0.7695-00 (AUD 1.3bn), 0.7800-10 (575m)
  • NZD/USD: 0.6950 (NZD 604m)

A relatively decent sized one for EUR/USD nearby - but so far the pair never really hugged the 1.2030 level all too much during the day. EUR/USD is now at 1.2018 - but still a level to look out for as we move towards the expiry.

Expiries for the other pairs are relatively small in size, not much significance. The only other large one is for AUD/USD but is quite a distance away from current levels.

For more info on how to use this data, please refer to this post here.