FX option expiries for May 2 NY cut at 10:00 Eastern Time, via DTCC, can be found below – EUR/USD: EUR amounts 1.0600 990m 1.0670 1.2b 1.0675 881m 1.0700 1.5b 1.0745 969m 1.0750 1.9b 1.0785 1.5b – GBP/USD: GBP amounts 1.2425 340m 1.2575 322m – USD/JPY: USD amounts 154.00 1.3b 154.50 570m 155.75 671m – USD/CHF: USD amounts 0.9225 1.3b – AUD/USD: AUD amounts 0.6400 1b 0.6450 433m 0.6475 642m 0.6490 726m 0.6550 501m – USD/CAD: USD amounts 1.3740 409m 1.3850 1.2b – NZD/USD: NZD amounts 0.5960 781m .
Leave a comment