Major Currency Option Expiries for New York Cut (June 2026)
Investors should note that the DTCC data shows sizable option positions across the most‑traded FX pairs ahead of the New York cut on Thursday.
Euro/US Dollar (EUR/USD) – Total open interest amounts to €14.75 billion, comprising €8.91 bn at the 1.1500 strike, €3.48 bn at 1.1640, and €2.36 bn at 1.1550. Upcoming expiries include €2.97 bn at 1.1500, €2.34 bn at 1.1550 (both on 19 June) and €1.65 bn at 1.1550 on 22 June.
US Dollar/Japanese Yen (USD/JPY) – Options outstanding total $1.79 bn at 155.00, $1.62 bn at 161.00 and $1.33 bn at 158.00. New expiries slated for 22 June consist of $1.86 bn at 163.00, $1.37 bn at 160.00 and $919.2 million at 161.00.
Australian Dollar/US Dollar (AUD/USD) – Open positions stand at AUD2.53 bn at 0.7050, AUD1.69 bn at 0.7100 and AUD1.20 bn at 0.7170. Pending strikes for 23 June total AUD663.3 million at 0.7000, AUD585.3 million at 0.5800 and AUD511.1 million at 0.7200, amounting to roughly AUD1.76 billion.
British Pound/US Dollar (GBP/USD) – Current exposure is £825.1 million at 1.3525, £786.5 million at 1.3630 and £607.6 million at 1.3400, summing to about £2.22 billion. Upcoming expiries on 22 June feature £843.5 million at 1.3200, £767.8 million at 1.3300 and £733.4 million at 1.3100.
US Dollar/Canadian Dollar (USD/CAD) – Positions include $884.1 million at 1.3735, $562.8 million at 1.3900 and $534.8 million at 1.3670.
Other notable pairs – USD/BRL carries $633.5 million at the 4.9500 strike, USD/CNY $450 million at 6.7400, and USD/MXN $690 million at 17.20.
The data was generated with AI assistance and edited for accuracy. No further commentary or analysis is provided beyond the disclosed figures.