6 Jun 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: 1.1100 (EUR 2.03bln) 1.1150-60 (840m) 1.1180 (426m) 1.1200 (847m) 1.1220-25 (876m) 1.1250-60 (2.243bln) 1.1275 (767m) 1.1300 (734m) 1.1350-60 (367m) 1.1400-10 (1.27bln)
USDJPY: 109.00 (USD 1.28bln) 109.50 (180m) 110.50-55 (570m) 111.00-10 (1bln)111.50 (366m)
GBPUSD: 1.2900 (GBP 180m) 1.2940-50 (800m)
USDCHF: 0.9515 (USD 200m)
AUDUSD: 0.7375 (AUD 1.34bln) 0.7390-00 (402m) 0.7500 (180m)
USDCAD: 1.3400 (USD 382m) 1.3470-75 (415m)
EURJPY 122.50 (EUR 434m)