22 Dec 2016
Option expiries for today’s NY cut
Option expiries for today's NY cut at 10:00ET, via DTCC, can be found below.
EURUSD 1.0300 (EUR 1.45bln) 1.0400 (511m) 1.0450 (1.14bln) 1.0475 (590m) 1.0500 (1.38bln) 1.0600 (881m) 1.0630 (1.92bln) 1.0700 (1.21bln)
USDJPY None
GBPUSD 1.2000 (GBP 884m) 1.2300 (384m) 1.3000 (1.22bln)
EURGBP 0.8400 (EUR 340m)
USDCHF 1.0400 (USD 692m)
AUDUSD 0.7100 (AUD 445m) 0.7200 (1.03bln)
NZDUSD 0.6900 (NZD 532m) 0.7000 (835m)
More FX option expiries of note tomorrow are as under:
EURUSD 1.0350 (EUR 971m) 1.0800 (1.98bln)
USDJPY 115.00 (USD 2.67bln) 116.00 (870m) 116.50 (1.07bln) 117.00 (975m) 117.50 (928m) 118.00 (760m)
GBPUSD 1.2000 (GBP 2.76bln) 1.2600 (2.75bln)