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11 Apr 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:1.0500 (EUR 221m) 1.0550 (230m) 1.0600 (556) 1.0625 (193m) 1.0650-60 (452m) 1.0700-05 (535m) 1.0755-60 (641m)
USDJPY: 110.00 (USD 300m) 1110.45-55 (457m) 110.70-75 (USD 650m) 111.00-10 (USD 570m) 111.45-50 (565m) 111.75-80 (300m) 111.85-112.00 (1.03bln)
GBPUSD: 1.2400-10 (GBP 260m)
USDCHF: 1.0115-25 (USD 180m)
AUDUSD: 0.7520-30 (AUD 520m) 0.7550 (306m) 0.7620-25 (577m)
USDCAD: 1.3215 (USD 210m) 1.3305 (220m)