FX option expiries for the 10am NY cut - 8 Jan 2018

Author: Justin Low | Category: Forex Orders

What's on the board for today's cut - via DTCC data

  • EUR/USD: 1.1940-50 (EUR 301m), 1.2000 (423m), 1.2090-00 (636m)
  • USD/JPY: 111.75-80 (USD 595m), 112.00 (522m)
  • GBP/USD: -
  • USD/CHF: -
  • USD/CAD: -
  • AUD/USD: 0.7795-00 (AUD 203m), 0.7815 (290m)
  • NZD/USD: 0.7175 (NZD 360m)
  • EUR/GBP: 0.8935-50 (EUR 215m)
All relatively small expiries for today, not much to take note of really. Given the sizes, they should not have much impact on price action.

For GBP/USD, USD/CHF, and USD/CAD there are expiries but all of them are roughly 100m notional amounts - peanuts really.

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