Major FX option expiries for today's NY cut

EUR/USD: 1.1135-40 (335M), 1.1150-60 (1.93BN), 1.1175 (520M),

1.1195-00 (860M), 1.1220-25 (810M), 1.1250 (484M), 1.1275 (405M), 

1.1290-00 (2.54BN), 1.1310-25 (1.35BN), 1.1330-40 (895M), 1.1360-65 (485M)

USD/JPY: 112.50 (800M), 113.15-25 (727M), 113.75-85 (535M),

114.25 (360M), 114.50 (463M), 114.90-00 (1.9BN), 115.10-15 (625M),

115.20-25 (875M), 115.70-80 (775M), 116.10 (300M)

GBP/USD: 1.3300 (593M), 1.3325 (223M), 1.3400 (782M),

1.3500-05 (686M), 1.3540-50 (380M)

EUR/GBP: 0.8220 (240M), 0.8295-00(762M), 0.8350 (472M)

USD/CAD: 1.2500 (255M), 1.2540-50 (550M), 1.2650 (500M),

1.2765-75 (450M)

AUD/USD: 0.7020 (266M), 0.7100-10 (1.3BN), 0.7140-50 (1.3BN), 

0.7200-10 (880M)

NZD/USD: 0.6755-60 (500M)

USD/CHF: 0.9045-50 (434M)

03 Feb 2022 - 07:03- Forex- Source: DTCC