16 May 2016
FX option expiries for today's NY cut
FX option expiries for today's NY cut at 1000ET, via DTCC, can be found below.
- EUR/USD: 1.1255(E299mn), 1.1300(E225mn), 1.1350(E251mn), 1.1395-1.1400(E854mn), 1.1430(E556mn)
- USD/JPY: 109.10($930mn), 111.00($1.82bn)
- GBP/USD: 1.4450(Gbp319mn)
- EUR/GBP: 0.7800(E269mn)
- USD/CHF: 0.9600($320mn)
- AUD/USD: 0.7200(A$381mn), 0.7260(A$381mn), 0.7325(A$229mn), 0.7450(A$353mn), 0.7500(A$395mn)