20 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 967m) 1.1130-40 (710m) 1.1150-60 (1.43bln) 1.1280 (385m) 1.1300-05 (685m)
USDJPY: 110.50-60 (945m) 111.70-80 (500m) 110.90-111.00 (830m) 111.20-30 (535m) 113.00 (370m)
GBPUSD: 1.2650 (GBP 205m) 1.2700 (335m) 1.2780-90 (390m) 1.2800 (180m)
EURGBP: 0.8750-60 (EUR 230m)
AUDUSD: 0.7440-50 (500m) 0.7540-50 (655m)
USDCAD: 1.3300 (USD 556m)
EURJPY: 123.55-65 (EUR 400m)