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10 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: 1.0520 (EUR 221m) 1.0640-50 (680m)
USDJPY: 110.00 (EUR 560m) 110.20-30 (481m) 111.00 (296m) 111.40-50 (902m)(805m) 111.60 (205m) 112.00 (740m) 112.50 (495m)
GBPUSD: None of note
EURGBP: 0.8600 (EUR 400m) 0.8700 (490m)
USDCHF 1.0065-70 (USD 185m)
AUDUSD: 0.7430 (AUD 400m) 0.7565-75 (1.3bln)
USDCAD: 1.3340-50 (USD 380m) 1.3485-90 (180m)