18 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: 1.1000 (EUR 4.5bln) 1.1050 (578m) 1.1076 (455m) 1.1150 (362m) 1.1180 (227m)
USDJPY: 110.00 (USD 408m) 110.20 (240m) 111.55 (350m) 112.00 (253m)
GBPUSD: 1.2860-65 (GBP 541m) 1.2900 (740m) 1.3000 (424m)
EURGBP: 0.8600 (EUR 330m)
AUDUSD: 0.7350 (AUD 248m) 0.7390-0.7400 (842m) 0.7500 (333m)
NZDUSD: 0.6960 (NZD 224m)
EURJPY: 125.00 (EUR 477m)