17 May 2016
FX option expiries for today's NY cut
FX option expiries for today's NY cut at 1000ET, via DTCC, can be found below.
- EUR/USD: 1.1275-80(E640mn), 1.1295-1.1300(E290mn), 1.1450(E1.19bn), 1.1500(E779mn)
- USD/JPY: 107.50($243mn), 108.70-75($343mn), 109.30($576mn), 110.00($607mn), 110.50($600mn)
- USD/CHF: 0.9630($200mn)
- USD/CAD: 1.2500($800mn), 1.2695-1.2700($563mn), 1.2840($370mn), 1.2880($630mn), 1.2990($410mn), 1.3195-1.3200($600mn)