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29 Aug 2016
FX option expiries for the NY cut
FX option expiries for the NY cut at 10:00ET, via DTCC, can be found below.
- EUR/USD: 1.1100(E355mn), 1.1150(E256mn), 1.1200(E310mn), 1.1175(E204mn), 1.1190(E200mn), 1.1250(E269mn), 1.1300((E493mn), 1.1350(E556mn), 1.1375(E231mn), 1.1400(E212mn)
- USD/JPY: 99.50($264mn), 99.75($330mn), 100.00($644mn), 100.50($292mn), 101.00($211mn), 102.35-40($340mn), 103.00($684mn)
- GBP/USD: 1.3100(Gbp269mn), 1.3360(Gbp292mn)
- USD/CAD: 1.3025($200mn)
- AUD/USD: 0.7450(A$306mn), 0.7500(A$990mn), 0.7684(A$325mn), 0.7750(A$520mn)
- NZD/USD: $0.7035/45(NZ$278mn)