7 Sep 2017
FX option expiries for Sept 7 NY cut
FX option expiries for Sept 7 NY cut at 10:00 Easter Time, via DTCC, can be found below.
EURUSD: 1.1650 (EUR 455m) 1.1765-70 (500m) 1.1950 (730m) 1.2000 (920m)
GBPUSD: 1,2774 (GBP 255m)
USDJPY: 108.50 (295m) 108.75 (560m) 109.00 (690m) 110.00 (630m) 110.45-50 (650m) 111.00 (645m)
USDCHF: 0.9590 (USD 270m) 0.9625-30 (370m)
AUDUSD: 0.7875 (AUD 385m) 0.7900-05 (305m) 0.8025 (630m)
USDCAD: 1.2300 (520m) 1.2325 (300m) 1.2400-15 (760m) 1.2500 (550m) 1.2520(300m) 1.2650 (715m)
NZDUSD: 0.7200 (NZD 275m) 0.7350 (295m)
EURGBP: 0.9042 (EUR 630m) 0.9050 (680m) 0.9100 (340m)
EURSEK: 9.4915 (EUR 360m0
USDCNY: 6.6000 (USD700m) 6.6300 (800m)