14 Dec 2017
FX option expiries for Dec 14 NY cut
FX option expiries for Dec 14 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
- EUR/USD: $1.1610(E1.72bn), $1.1655(E444mn), $1.1700(E1.19bn), $1.1800(E1.2bn), $1.1815-20(E1.12bn), $1.1860(E728mn), $1.1864-65(E757mn), $1.1900(E601mn), $1.1930(E329mn), $1.2000(E489mn).
- USD/JPY: Y112.00(($754mn), Y112.45-50($1.02bn), Y112.70($530mn), Y113.00($525mn), Y113.50($464mn), Y114.00($522mn), Y114.50($1.26bn),
- USD/CHF: Chf1.0000($300mn)
- NZD/USD: $0.6873-80(N$573mn)
- AUD/USD: $0.7500(A$240mn), $0.7545(A$270mn), $0.7625-30(A$399mn)
- USD/CAD: C$1.2710-15($310mn), C$1.2950($316mn)
- AUD/NZD: N$1.0950(A$273mn)