15 May 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:1.0800 (EUR 465m) 1.0850 (385m) 1.0875 (720m) 1.0900 (213m) 1.0930 (586m) 1.0950 (2.03bln) 1.1000 (477m) 1.1050 (720m)
USDJPY: 112.90-113.00 (USD 1.1bln) 113.30-40 (398m) 113.50 (220m) 113.75 (250m) 114.00 (370m) 114.25 (300m)
GBPUSD: 1.2925-35 (GBP 210m)
AUDUSD: 0.7425 (AUD 303m)
NZDUSD: 0.7000 (NZD 195m)