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30 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: 1.1000 (EUR 685m) 1.1080 (265m) 1.1090-1.1100 (3.5bln) 1.1150 (609m) 1.1180 (300m) 1.12200-10 (860m) 1.1225 (512m) 1.1250 (200m)
USDJPY: 111.00-10 (USD 750m) 111.20-30 (977m) 113.00-10 (825m)
GBPUSD: 1.3000 (GBP 195m)
EURGBP: 0.8600 (591m)
USDCHF: 0.9845-50 (USD 250m)
AUDUSD: 0.7400 (AUD 605m) 0.7450 (565m) 0.7500 (303m) 0.7550 (540m)
USDCAD: 1.3375 (USD 252m) 1.3400 (237m) 1.3500 (425m) 1.3600 (200m)