16 Feb 2016
FX option expiries for today's NY cut
FX option expiries for today's NY cut 1000ET, via DTCC, can be found below.
- EUR/USD: $1.0995-1.1000(E363mn), $1.1250(E460mn), $1.1275-80(E458mn),
$1.1375(E498mn)
- USD/JPY: 115.00-10($305mn), 116.00($340mn)
- GBP/USD: 1.4425(Gbp202mn)
- EUR/GBP: 0.7650(E226mn)
- USD/CHF: 1.0000($298mn)
- AUD/USD: 0.7070-75(A$293mn), 0.7100(A$466mn), 0.7125(A$1.01bn), 0.7250(A$1.16bn)
- AUD/JPY: 82.50(A$173mn), 82.80(A$362mn)
- USD/CAD: 1.3400($300mn), 1.3500($200mn), 1.3700($240mn), 1.3750($350mn), 1.3890-1.3300($540mn)
- EUR/USD: $1.0995-1.1000(E363mn), $1.1250(E460mn), $1.1275-80(E458mn),
$1.1375(E498mn)
- USD/JPY: 115.00-10($305mn), 116.00($340mn)
- GBP/USD: 1.4425(Gbp202mn)
- EUR/GBP: 0.7650(E226mn)
- USD/CHF: 1.0000($298mn)
- AUD/USD: 0.7070-75(A$293mn), 0.7100(A$466mn), 0.7125(A$1.01bn), 0.7250(A$1.16bn)
- AUD/JPY: 82.50(A$173mn), 82.80(A$362mn)
- USD/CAD: 1.3400($300mn), 1.3500($200mn), 1.3700($240mn), 1.3750($350mn), 1.3890-1.3300($540mn)