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20 Dec 2017
FX option expiries for Dec 20 NY cut
FX option expiries for Dec 20 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
EUR/USD: 1.1770 (EUR 478m), 1.1800-10 (1.5bn), 1.1820-25 (364m), 1.1880 (250m), 1.1900 (323m), 1.1940-50 (331m)
GBP/USD: 1.3445-50 (GBP 226m), 1.3500 (204m)
USD/JPY: 112.00 (USD 601m), 112.60 (650m), 113.00 (612m), 113.25-30 (890m), 113.50 (591m), 113.75-80 (380m), 114.00 (525m), 114.25 (300m)
USD/CHF: 0.9850 (USD 120m), 0.9895-00 (291m), 0.9950 (830m)
USD/CAD: 1.2750 (USD 297m), 1.2875 (160m), 1.2955-60 (601m), 1.3000 (2.5bn)
AUD/USD: 0.7595 (AUD 300m), 0.7700 (206m)
EUR/GBP: 0.8800 (EUR 529m), 0.9000 (809m)