4 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: 1.0750-60 (520m) 1.0800 (421m) 1.0830 (497m) 1.0850-60 (1.1bln) 1.0890 ( 722m) 1.0900 (464m) 1.0950 (1.6bln ) 1.1100 (777m)
USDJPY: 111.20-30 (USD 185m) 112.00 (335m) 112.50 (457m)
GBPUSD: 1.3000-05 (GBP 361m)
USDCHF: 1.0000 (USD 185m)
AUDUSD: 0.7400 (AUD 182m) 0.7420-25 (192m) 0.7560 (341m)
USDCAD: 1.3680 (USD 300m)
NZDUSD: 0.6970 (NZD 198m)