28 Mar 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: 1.0730 (EUR 340m) 1.0750 (285m) 1.0770 (295) 1.0830 (420m) 1.0900 (200m) 1.0955 (175m)
USDJPY: 109.00 (USD 200m) 111.00 (235m) 111.50 (345m) 111.80 (385m) 112.00 (305m)
GBPUSD: None of note
EURGBP 0.8750 (EUR 205m)
AUDUSD: None of note
USDCAD 1.3300 (USD 305m) 1.3535-45 (455m)