10 May 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: 1.1235-40(E408mn), 1.1390(E200mn), 1.1400(E281mn), 1.1450(E407mn), 1.1600(E771mn)
- USD/JPY: 108.50($884mn), 108.75($505mn), 109.50($842mn), 110.80($300mn)
- EUR/JPY: 123.50(E201mn), 125.00(E386mn)
- GBP/USD: 1.4450(Gbp252mn), 1.4600(Gbp201mn)
- AUD/USD: 0.7300(A$203mn), 0.7375(A$200mn), 0.7550-55(A$326mn)
- NZD/USD: 0.6650(NZ$482mn), 0.6800(NZ$238mn), 0.6905(NZ$202mn)
- USD/CAD: 1.3250($485mn)