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FX option expiries for Feb 6 NY cut

FX option expiries for Feb 6 NY cut at 10:00 Eastern Time, via DTCC, can be found below.

- EUR/USD: EUR amounts

  • 1.1440 954m

- GBP/USD: GBP amounts

  • 1.3080 417m

- USD/JPY: USD amounts

  • 109.50 404m
  • 109.55 452m
  • 109.60 611m
  • 109.65 752m
  • 110.00 530m
  • 110.50 390m

- AUD/USD: AUD amounts 

  • 0.7150 1.1bn

- NZD/USD: NZD amounts 

  • 0.6870 549m

GBP futures: neutral/bearish near term

CME Group’s preliminary data for GBP futures markets noted open interest shrunk by almost 4.5K contracts on Tuesday vs. Monday’s final 201,122 contrac
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JPY futures: upside looks limited

Open interest in JPY futures markets rose for the first time after six consecutive pullbacks, this time by more than 1.4K contracts according to flash
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