19 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: 1.1100(E474mn), 1.1145-50(E313mn), 1.1220(E495mn), 1.1235(E225mn), 1.1250(E408mn), 1.1280-90(E546mn), 1.1295-1.1305(E887mn), 1.1315(E247mn), 1.1355(E332mn), 1.1379-80(E503mn), 1.1500(E1.52bn)
- USD/JPY: 108.00($381mn), 108.50($382mn), 108.95-109.10($1.86bn), 109.25($522mn), 110.00($567mn), 111.00($526mn)
- EUR/JPY: 121.50(E340mn)
- GBP/USD: 1.4412(Gbp389mn), 1.4500(Gbp588mn), 1.4600(Gbp220mn)
- USD/CHF: 0.9800($567mn)
- AUD/USD: 0.7250(A$312mn), 0.7500(A$1.07bn):
- AUD/JPY 80.60(A$237mn):
- NZD/USD: 0.6835($429mn)
- USD/CAD: 1.3000($238mn)