13 Apr 2017
FX option expiries for today NY cut
FX option expiries for today NY cut at 10:00ET, via DTCC, can be found below.
EURUSD: 1.0550 (EUR 214m) 1.0575 (310m) 1.0650 (535m) 1.0700 (930m) 1.0750 (455m)
USDJPY: 108.00 (USD 270m) 108.40-50 (1.4bln) 109.00-10 (370m) 109.50 (188m) 109.80 (190m) 110.00 (645m)
GBPUSD: 1.2500 (GBP 222m)
EURGBP: 0.8300 (EUR 212m) 0.8550 (234m)
AUDUSD: 0.7400 (AUD 200m) 0.7500 (362m) 0.7600 (230m) 0.7700 (395m)
USDCAD 1.3100 (USD 440m) 1.3200-05 (646m) 1.3280 (896m) 1.3300 ( 733m) 1.3450 (260m)
NZDUSD: 0.7000 (NZD 200m)