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4 Aug 2016
FX option expiries for today's NY cut
FX option expiries for today's NY cut at 1000ET, via DTCC, can be found below.
- EUR/USD: 1.0900(E865mn), 1.1000(E285mn), 1.1020(E256mn), 1.1100(E1.25bn), 1.1150(E641mn), 1.1185(E218mn), 1.1200(E560mn), 1.1245-50(E1.58bn
- USD/JPY: 100.00($645mn), 101.00($737mn), 101.50($720mn), 101.75($250mn), 102.25-40($550mn), 103.00($257mn)
- GBP/USD: 1.3465(Gbp350mn), 1.3500(Gbp362mn)
- AUD/USD: 0.7490-95(A$383n), 0.7511(A$253mn), 0.7530(A$231mn), 0.7550-55(A$366mn), 0.7565(A$519mn), 0.7650(A$206mn)
- AUD/NZD: 1.0420(A$470mn)
- AUD/JPY 76.50(A$364mn)
- USD/CAD: 1.3000-10($395mn), 1.3070-75($448mn), 1.3450($350mn)