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14 Mar 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:1.050 (EUR 1.66bln) 1.0550 (430m) 1.0580-90 (1.3bln) 1.0600 (235m) 1.0630 (433m) 1.0650 (456m) 1.0700-10 (735m)
USDJPY: 114.00 (USD 901m) 114.30 (730m) 114.50 (646m) 114.75 (330m) 115.00 (1.1bln) 115.50 (700m)
GBPUSD None of note
AUDUSD: 0.7400 (AUD 354m) 0.7500 (389m) 0.7545 (1.3bln)
USDCAD 1.3430 (USD 25 2m) 1.3500 (200m)
NZDUSD 0.6935 (NZD 200m)