3 Apr 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: 1.0735 (EUR 986m) 1.0750 (350m) 1.0780 (185m) 1.0800 (375m)
USDJPY: 110.00 (USD 342m) 110.25 (610m) 111.40 (400m) 111.50 (360m) 111.90-112.00 (625m) 112.25 (230m) 112.60-70 (640m)
GBPUSD: 1.2500 (GBP 212m) 1.2650 (175m)
AUDUSD: 0.7600 (AUD 242m)
USDCAD 1.3350-55 (USD 230m) 1.3400 (190m)