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4 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: 1.0535-1.0550 (EUR 1.9bln) 1.0590-1.0600 (235m) 1.0710-20 (775m) 1.0750 (385m)
USDJPY: 109.00 (USD 1.06bln) 110.00 (462m) 110.50 (250m) 110.85-111.00 (507m) 111.25 (350m) 111.90-112.00 (USD 600m)
GBPUSD 1.2300-05 (GBP 465m)
USDCHF 1.0080-85 (USD 210m) 1.0100-05 (310m)
AUDUSD: 0.7500-10 (AUD 385m) 0.7550 (201m) 0.7570-0.7585 (854m)
USDCAD: 1.3305 (USD 195m) 1.3500 (USD 570m)
NZDUSD 0.6945 (NZD 295m)