25 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: 1.0750 (EUR 365m) 1.0790-1.0800 (EUR 1.5bln) 1.0810-20 (415m) 1.0850 (325m) 1.0990-1.1000 (470m)
USDJPY: 109.50 (USD 221m) 110.00-05 (385m) 110.35 (620m) 110.40-50 (260m)
GBPUSD: 1.2600 (GBP 312m) 1.2760 (196m) 1.2800-10 (220m)
AUDUSD: 0.7655 (AUD 376m)
USDCAD: 1.3500 (USD 1.34bln)
EURJPY: 119.00 (EUR 200m) 120.15-20 (220m) 120.50 (200m)