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24 Oct 2017
FX option expiries for Oct 24 NY cut
FX option expiries for Oct 24 NY cut at 11:00 Eastern Time, via DTCC, can be found below.
- EUR/USD: $1.1800(E1.55bn), $1.1830(E553mn), $1.1850(E987mn), $1.2000(E908mn)
- USD/JPY: Y110.40-50($Y650mn), 112.50($946mn), Y112.95-113.00($602mn), Y113.50-55($895mn), Y113.95-114.00($879mn), Y114.50($620mn)
- USD/CHF: Chf0.9840($405mn)
- AUD/USD: $0.7900(A$376mn), $0.7920(A$271mn), $0.7938(A$322mn)
- NZD/USD: $0.7100(N$558mn), $0.7125(N$359mn)
- USD/CAD: C$1.2550($491mn)
- EUR/GBP: Gbp0.8950(E722mn)
- EUR/JPY: Y133.00(E300mn), Y133.80(E643mn)
- AUD/JPY: Y86.75(A$400mn)