27 Mar 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: 1.0680 (EUR 385m) 1.0790-1.0800 (495m) 1.0825-30 (535m) 1.0900 (235m) 1.1000 (300m)
USDJPY: 111.00 (USD 390m) 112.00 (395m)
GBPUSD: None of note
AUDUSD: 0.7560-70 (AUD 405m)
USDCAD None of note
NZDUSD: 0.7000 (NZD 395m) 0.7068-70 ( 855m)