17 Aug 2016
FX option expiries for today's NY cut
FX option expiries for today's NY cut at 10:00 Eastern Time, via DTCC, can be found below.
- EUR/USD: 1.1000(420mn), 1.1050(293mn), 1.1200(218mn), 1.1275(355mn), 1.1385(268mn)
- USD/JPY: 100.00(1.32bn), 101.00(367mn), 101.25(300mn), 102.50(330mn), 103.75(213mn)
- GBP/USD: 1.3000(663mn)
- AUD/USD: 0.7550(201mn)
- NZD/USD: 0.7100(231mn), 0.7500(300mn)
- USD/CAD: 1.2470(300mn), 1.2970-75(569m)