28 Nov 2017
FX option expiries for Nov 28 NY cut
FX option expiries for Nov 28 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
- EUR/USD: $1.1700(E554mn), $1.1800(E1.51bn), $1.1825-30(E553mn), $1.1900(E458mn), $1.2000(E1.01bn), $1.2100(E476mn)
- USD/JPY: Y109.00($550mn), Y112.00-05($1.53bn), Y112.75($380mn), Y113.80($1.16bn)
- AUD/USD: $0.7400(A$258mn), $0.7460-65(A$325mn)
- USD/CAD: C$1.2775($316mn)
- USD/CNY: Cny6.5500($1.2bn), Cny6.6000($1.19bn)
- EUR/GBP: Gbp0.8750(E710mn), Gbp0.8760-63(E942mn), Gbp0.9000(E406mn)
- EUR/JPY: Y129.00(E600mn), Y131.00(E346mn)