Tag Archives: fx

FX option expiries for Aug 28 NY cut at 10:00 Eastern Time, via DTCC, can be found below. – USD/JPY: USD amounts          105.50 485m105.55 412m105.75 470m106.00 658m106.50 610m107.00 600m107.40 504m – USD/CAD: USD amounts         1.3145 537m  – NZD/USD: NZD amounts 0.6630 205m

FX option expiries for Aug 25 NY cut at 10:00 Eastern Time, via DTCC, can be found below. – EUR/USD: EUR amounts 1.1650 722m1.1800 608m1.1850 1.1bn1.1900 529m – GBP/USD: GBP amounts         1.3000 315m – USD/JPY: USD amounts          105.00 740m105.25 1.4bn

FX option expiries for Aug 14 NY cut at 10:00 Eastern Time, via DTCC, can be found below. – EUR/USD: EUR amounts 1.1700 544m1.1750 1.1bn1.1800 988m1.1825 1.1bn1.1850 1.1bn1.1900 2.1bn1.1950 653m – USD/JPY: USD amounts          105.50 579m105.85 452m106.00 907m – AUD/USD: AUD amounts 0.7100 712m  – USD/CAD: USD amounts         1.3175 1.2bn1.3200 501m1.3250 1.5bn …

FX option expiries for Aug 12 NY cut at 10:00 Eastern Time, via DTCC, can be found below. – USD/JPY: USD amounts          105.75 365m106.00 620m – NZD/USD: NZD amounts 0.6525 1.0bn0.6600 285m

FX option expiries for July 15 NY cut at 10:00 Eastern Time, via DTCC, can be found below. – EUR/USD: EUR amounts 1.1290 601m1.1350 681m1.1400 1.7bn1.1450 824m – USD/JPY: USD amounts          107.00 755m107.25 709m107.30 473m

FX option expiries for July 14 NY cut at 10:00 Eastern Time, via DTCC, can be found below. – EUR/USD: EUR amounts 1.1300 2.1bn1.1320 949m1.1325 1.1bn1.1350 1.1bn1.1400 615m – GBP/USD: GBP amounts         1.2500 257m1.2640 249m – USD/JPY: USD amounts          106.50 412m106.75 605m – NZD/USD: NZD amounts 0.6480 248m

FX option expiries for July 10 NY cut at 10:00 Eastern Time, via DTCC, can be found below. – EUR/USD: EUR amounts 1.1200 892m1.1300 529m1.1400 536m – USD/JPY: USD amounts          107.15 795m108.00 572m

FX option expiries for July 9 NY cut at 10:00 Eastern Time, via DTCC, can be found below. – EUR/USD: EUR amounts 1.1275 986m1.1300 1.8bn1.1350 569m1.1375 956m1.1250 551m1.1300 1.9bn – USD/JPY: USD amounts          105.80 879m107.10 388m107.25 381m107.50 1.1bn – USD/CAD: USD amounts 1.3500 788m1.3600 888m – NZD/USD: NZD amounts 0.6485 506m0.6520 311m0.6550 345m

FX option expiries for July 8 NY cut at 10:00 Eastern Time, via DTCC, can be found below. – EUR/USD: EUR amounts 1.1250 551m1.1300 1.9bn – USD/JPY: USD amounts          107.45 352m107.50 1.9bn107.55 915m108.00 525m108.40 550m108.50 400m – AUD/USD: AUD amounts 0.6975 513m  – NZD/USD: NZD amounts 0.6525 264m