The following foreign exchange (FX) option expiries, sourced from the Depository Trust & Clearing Corporation (DTCC), are scheduled for the New York cut at 10:00 Eastern Time on April 2nd.
EUR/USD: Euro notional amounts at strike prices of 1.0800 (EUR 1.6 billion) and 1.0920 (EUR 1.5 billion).
USD/JPY: US Dollar notional amount at a strike price of 152.75 (USD 700 million).
AUD/USD: Australian Dollar notional amount at a strike price of 0.6250 (AUD 420 million).
USD/CAD: US Dollar notional amounts at strike prices of 1.4210 (USD 555 million) and 1.4400 (USD 700 million).
