29 Sep 2017
FX option expiries for Sept 29 NY cut
FX option expiries for Sept 29 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: $1.1500(E595mn), $1.1600(763mn), $1.1700(E373mn), $1.1750(E593mn), $1.1800(E671mn), $1.1830(E434mn), $1.1850-54(E976mn), $1.1875(E914mn), $1.1900(E1.72bn), $1.1950(E632mn), $1.2000(E2.8bn)
- GBP/USD: $1.3385(Gbp536mn), $1.3425(Gbp349mn), $1.3500(Gbp455mn)
- USD/JPY: Y110.00-05($940mn), Y111.50($1.12bn), Y112.00($1.17bn)
- AUD/USD: $0.7995-0.8000(A$225mn) *NZD/USD: $0.7125(N$240mn), $0.7225(N$443mn)
- USD/CAD: C$1.2200($553mn), C$1.2350-55($360mn), C$1.2500($554mn),
C$1.2695-1.3000($447mn)
- EUR/JPY: Y133.75(E640mn)
- AUD/NZD: N$1.0780(A$922mn), N$1.0950(A$1.17bn)