1 May 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: 1.0800 (EUR 236m) 1.0825 (278m) 1.0850 (832m) 1.0925-30 (345m) 1.1000 (350m) 1.1055 (240m)
USDJPY: 110.00 (USD 1.7bln 110.20-30 (1.3bln) 110.50 (496m) 111.00 (443m) 111.30 (466m) 112.00 (797m) 112.25 (440m)
GBPUSD: 1.13110-20 (GBP 281m)
AUDUSD: 0.75010-15 (AUD 247m) 0.7560 (391m) 0.7650-60 (912m)
USDCAD: 1.3515 (USD 410m) 1.3625 (450m) 1.3650 (85m)
EURJPY 120.00 (EUR 942m) 121.00 (586m)