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FX option expiries for Feb 28 NY cut

FX option expiries for Feb 28 NY cut at 10:00 Eastern Time, via DTCC, can be found below.

- EUR/USD: EUR amounts        

  • 1.0500 1.3b
  • 1.0530 656m
  • 1.0625 559m

- GBP/USD: GBP amounts     

  • 1.1850 854m

- USD/JPY: USD amounts                     

  • 134.50 600m
  • 136.00 592m
  • 137.50 850m

- AUD/USD: AUD amounts  

  • 0.7000 1.1b

- USD/CAD: USD amounts       

  • 1.3425 650m

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GBP/JPY reverses from two-month high towards 164.00 as Brexit optimism fades, yields dribble

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