22 Mar 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: 1.0680 (EUR 850m) 1.0720-25 (380m) 1.0740-50 (735m) 1.0775 (386m)
USDJPY: 112.00 (USD 250m) 112.40 (260m) 112.75 (282m) 113.00 (613m) 113.50 (680m)
GBPUSD: None of note
AUDUSD: 0.7480 (AUD 670m) 0.7500 (920m) 0.7550 (180m) 0.7685-90 (520m) 0.7750 (1.1bln)
USDCAD 1.3200 (USD 200m) 1.3275 (305m) 1.3325 (425m) 1.3350 (300m) 1.3380 (635m) 1.3400 (220m)
NZDUSD: 0.7000 (NZD 227m) 0.7100 (372m)
EURJPY: 122.50 (EUR 270m)