FX option expiries for tomorrow's cut (Friday, 12 Jan 2018)

Author: Justin Low | Category: Forex Orders

What's on the board so far for tomorrow's 10am NY cut - via DTCC

  • EUR/USD: 1.1798 (EUR 356m), 1.1885 (350m), 1.1900 (729m), 1.1925 (787m), 1.1945-50 (2.3bn), 1.1990-00 (2.8bn), 1.2050 (1.1bn), 1.2100 (1.7bn)

  • USD/JPY: 108.00 (USD 932m), 110.00-10 (648m), 111.00 (906m), 111.75 (1.2bn), 112.00 (689m), 112.20-25 (592m), 112.50 (381m), 112.60-70 (850m), 112.75-80 (755m), 112.90-00 (1.6bn), 113.15-20 (1.1bn), 113.25-30 (925m), 113.45-50 (993m), 114.00 (861m), 114.45-50 (552m), 115.00 (1.0bn)

  • GBP/USD: 1.3000 (GBP 981m), 1.3140-50 (462m), 1.3500 (616m)
  • USD/CAD: 1.2500 (USD 236m), 1.2625 (645m), 1.2800 (671m)
  • AUD/USD: 0.7800 (AUD 381m), 0.7810 (557m), 0.7815 (1.6bn)
  • EUR/GBP: 0.9000 (EUR 522m)
  • EUR/JPY: 133.05 (EUR 240m), 133.75 (402m)
These are what's on the board for tomorrow. Please take note that these are still subject to change right until expiry, so I'll put an update to the board in the post when tomorrow comes.