The following FX option expiries are set for the New York cut on January 29 at 10:00 Eastern Time, as reported by DTCC:
EUR/USD: EUR Amounts
- 1.0750: 629 million
- 1.0800: 632 million
- 1.0840: 400 million
- 1.0850: 452 million
- 1.0900: 1 billion
- 1.0910: 395 million
- 1.0990: 854 million
GBP/USD: GBP Amounts
- 1.2700: 672 million
USD/JPY: USD Amounts
- 146.75: 420 million
- 148.50: 449 million
USD/CHF: USD Amounts
- 0.8750: 1.4 billion
USD/CAD: USD Amounts
- 1.3450: 400 million
