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10 May 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: 1.0800 (EUR 200m) 1.0900 (412m) 1.0920-30 (EUR 1.4bln) 1.1000 (387m)
USDJPY: 112.20-30 (USD 301m) 113.50 (220m)
EURGBP: 0.8300 (EUR 300m)
AUDUSD: 0.7375 (AUD 251m) 0.7480 (807m) 0.7500 (350m)
NZDUSD: 0.6920-30 (NZD 290m)
EURJPY: 123.00 (EUR 521m) 123.50 (195m)