4 Jan 2018
FX option expiries for Jan 4 NY cut
FX option expiries for Jan 4 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
EUR/USD: 1.1990-00 (EUR 795m)
GBP/USD: 1.3500 (GBP 122m), 1.3575 (104m)
USD/JPY: 111.85 (USD 250m), 111.95-00 (950m), 112.20-25 (241m), 112.35-40 (525m), 112.45-50 (538m), 112.75 (220m)
USD/CAD: 1.2470 (USD 302m), 1.2495-00 (452m)
AUD/USD: 0.7785 (AUD 184m), 0.7950 (101m)
NZD/USD: 0.7065 (NZD 357m)
AUD/NZD: 1.1000 (AUD 157m)