FX option expiries for Friday's NY cut
FX option expiries for Friday's NY cut 1000ET, via DTCC, can be found below.
- EUR/USD: 1.1000(E622mn), 1.1100(E202mn), 1.1125(E305mn), $1.1135(E475mn), 1.1150(E300mn), 1.1210(E442mn), 1.1245-50(E905mn), 1.1300(E380mn), 1.1500(E1.07bn)
- USD/JPY: 108.75-80($400mn), 109.00($448mn), 109.50($599mn), 110.00($250mn), 111.00($285mn), 111.55($600mn)
- EUR/JPY: 120.00(E200mn), 120.75(E400mn), 125.50-53(E1.25bn)
- GBP/USD: 1.4600(Gbp927mn)
- EUR/GBP: 0.7745(E340mn)
- USD/CHF: 1.0100($500mn)
- AUD/USD: 0.7075(A$311mn), 0.7150(A$232mn), 0.7200(A$497mn), 0.7300(A$274mn), 0.7360(A$932mn), 0.7400(A$334mn), 0.7450(A$239mn), 0.7500(A$812mn)
- NZD/USD: 0.6750-52(NZ$519mn), 0.6800(NZ$609mn), 0.6810(NZ$338mn), 0.6850(NZ$271mn)
- USD/CAD: 1.2945($4.52bn), 1.3000-05($853mn)