FX option expiries for the 10am NY cut - 11 Jan 2018

Author: Justin Low | Category: Forex Orders

What's on the board for today - via DTCC

  • EUR/USD: 1.2000 (EUR 660m)
  • USD/JPY: 111.50 (USD 290m), 111.60 (150m), 112.50 (210m), 113.00 (290m)
  • USD/CHF: 0.9840 (USD 330m)
  • USD/CAD: 1.2490-95 (USD 415m)
  • AUD/USD: 0.7700 (AUD 935m)
  • EUR/JPY: 133.00 (EUR 133m)
Not really any big ones that are significant on the day. The large one in AUD/USD is far off, so we shouldn't really see any of today's expiries have any impact to price action.

I'll put up another post later for tomorrow's cut later - based on what's on the board now.

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