FX option expiries for March 15 NY cut

FX option expiries for March 15 NY cut at 10:00 Eastern Time, via DTCC, can be found below.

- EUR/USD: EUR amounts        

• 1.0880-85 521m
• 1.0900 437m
• 1.0935-45 1.6b
• 1.0965 408m
• 1.1100 1.3b

- GBP/USD: GBP amounts        

• 1.3050 498m

- USD/JPY: USD amounts                     

• 115.60 412m
• 116.00 1.6b
• 117.25 545m

- USD/CHF: USD amounts        

• 0.9355 500m

- AUD/USD: AUD amounts

• 0.7050 1.2b

- USD/CAD: USD amounts       

• 1.2730 360m
• 1.2860-65 750m