12 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: 1.0500 (EUR 936m) 1.0545-50 (500m) 1.0600-10 (1.01bln) 1.0650-55 (2.2bln) 1.0680-85 (1.2bln) 1.0700-05 (2.05bln)
USDJPY: 109.00-10 (USD 772m) 110.00 (1.6bln)
GBPUSD: 1.2450 (GBP 320m) 1.2480 (402m) 1.2490-1.2500 (575m) 1.2620 (275m)
EURGBP 0.8450 (EUR 325m) 0.8530 (275m) 0.8590-0.8600 (220m)
USDCHF: 0.9925 (USD 200m)
EURJPY: 117.00 (EUR 240m) 117.45 (200m)
AUDUSD: 0.7400 (AUD 420m) 0.7510-15 (AUD 652m) 0.7560-65 (1.24bln) 0.7600-10 (485m) 0.7660-70 (475m)
USDCAD: 1.3400 (USD 390m) 1.3430-35 (420m)
NZDUSD: 0.6930 (270m) 0.7080-90 (504m)