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10 Aug 2016
FX option expiries for today's NY cut
FX option expiries for today's NY cut at 1000ET, via DTCC, can be found below.
- EUR/USD: 1.1085(E223mn), 1.1100(E306mn), 1.1200(E648mn)
- USD/JPY: 100.25($700mn), 100.75($230mn), 101.00($250mn), 101.85($447mn), 102.70($275mn)
- GBP/USD: 1.2800(Gbp260mn), 1.3000(Gbp170mn)
- USD/CHF: 0.9960($555mn)
- AUD/USD: 0.7450(A$895mn), 0.7480(A$255mn), 0.7530(A$466mn), 0.7550(A$595mn), 0.7600(A$541mn), 0.7650(A$494mn)
- USD/CAD: 1.3065-75($550mn), 1.3175($216mn)