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25 Aug 2017
FX option expiries for Aug 25 NY cut
FX option expiries for today Aug25 NY cut 1000ET (Source DTCC)
- EUR/USD: $1.1600(E946mn), $1.1700(E875mn), $1.1750-55(E409mn)
- GBP/USD: $1.3100(Gbp509mn)
- USD/JPY: Y108.00($689mn), Y109.00($402mn), Y110.00($1.93bn)
- AUD/USD: $0.7700(A$590mn), $0.7795-0.7800(A$442mn), $0.7955(A$269mn),
$0.8000(A$275mn)
- USD/CAD: C$1.2500-15($687mn)
- EUR/JPY: Y128.00(E403mn), Y130.00(E690mn), Y130.50(E521mn)