20 Oct 2017
FX option expires for today's NY cut
Today's FX option expiries for the NY cut at 10:00ET, via DTCC, can be found below.
- EUR/USD: $1.1600(E475mn), $1.1650(E456mn), $1.1800(E1.48bn), $1.1850-55(E1.38n)
- USD/JPY: Y111.10($911mn), Y111.50-53($630mn), Y112.00($1.71bn), Y112.50($973mn), Y112.60-63($536mn), Y113.00($477mn), Y113.50($421mn), Y114.00($1.45bn)
- GBP/USD: $1.3225(Gbp668mn)
- AUD/USD: $0.7715(A$648mn), $0.7810(A$561mn), $0.7900(A$335mn)
- EUR/GBP: Gbp0.8775(E400mn), Gbp0.8940(E452mn), Gbp0.8950(E387mn)
- NZD/USD: $0.7200(N$353mn)
- USD/CAD: C$1.2345-50($366mn), C$1.2400($347mn), C$1.2545-50($473mn)