Option expiries for the 10 am NY cut today 19 April

Author: Mike Paterson | Category: Forex Orders

Notable contracts listed at the DTCC for the 10 am NY cut today 19 April

  • EURUSD: 1.0600 (EUR 545m) 1.0650 (665m) 1.0685 (600m) 1.0700 (1.3bln) 1.0750 (986m) 1.0770 (1.55bln) 1.0800 (1.15bln)
  • USDJPY: 108.00 (USD 370m) 108.50 (250m)  109.50 (260m) 110.00 (660m)
  • GBPUSD: 1.2750 (GBP 365m)
  • AUDUSD: 0.7450 (AUD 443m) 0.7575 (AUD 504m)  0.7680-90 (1.1bln)
  • USDCAD: 1.3250-60 (USD 285m) 1.3330-40 (425m) 1.3500 (326m)
  • EURJPY: 116.25-35 (EUR 375m) 117.50 (200m)

Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT on the day even if breached in the meantime, unlike barrier options which cease to be once hit. The actual amounts can also increase right up to expiry as new contracts are created.

For my latest post on how to use this info click here.