25 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: 1.1100(E480mn), 1.1115(E223mn), 1.1180(E262mn), 1.1190(E240mn), 1.1240(E295mn), 1.1260(E404mn), 1.1350(E652mn), 1.1400(E238mn)
- USD/JPY: 99.05($300mn), 99.75($260mn), 100.00($362mn), 100.50($360mn), 101.00($843mn), 101.25($530mn), 101.60($318mn)
- EUR/GBP: 0.8620(E499mn)
- AUD/USD: 0.7400(A$441mn), 0.7450(A$303mn), 0.7470-75(A$538mn), 0.7595-0.7600(A$222mn)
- USD/CAD: 1.3015-25($290mn)