FX option expiries for March 16 NY cut

FX option expiries for March 16 NY cut at 10:00 Eastern Time, via DTCC, can be found below.

– EUR/USD: EUR amounts        

• 1.1000 1.2b
• 1.1050 728m
• 1.1100 823m
• 1.1150 2.6b

– GBP/USD: GBP amounts        

• 1.3500 747m

– USD/JPY: USD amounts                     

• 117.95 734m

– USD/CHF: USD amounts        

• 0.9115 440m
• 0.9325 770m
• 0.9400 540m

– USD/CAD: USD amounts       

• 1.2600 678m
• 1.2630 405m
• 1.2570 843m
• 1.2700 1.1b
• 1.2775 635m

– EUR/GBP: EUR amounts

• 0.8500 305m