19 Oct 2017
FX option expiries for Oct 19 NY cut
FX option expiries for Oct 19 NY cut at 11:00 Eastern Time, via DTCC, can be found below.
- EURUSD: 1.1600 (EUR 320m) 1.1700 (665m) 1.1750 (725m) 1.1765 (715m)
1.2000 (1.42bln)
- GBPUSD: 1.3170 (GBP 470m) 1.3250 (265m) 1.3480 (400m) 1.3495-00 (500m)
- USDJPY: 110.00-05 (USD 905m) 111.30 (350m) 111.50 (505m) 112.20 (370m) 112.30(320m) 112.50 (445m) 113.00-10 (855m) 113.95-00 (560m)
- USDCHF: 0.9600 (USD 400m)
- AUDUSD: 0.7500(AUD 670m) 0.7700 (325m) 0.7800 (360m) 0.7900 (405m)
- USDCAD: 1.2400 (490m) 1.2500 (890m)
- AUDNZD: 1.1015 (540m)
- AUDJPY: 87.50 (230m)