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8 Dec 2017
FX option expiries for Dec 8 NY cut
- EUR/USD: $1.1500(E1.03bn), $1.1600(E324mn), $1.1640(E614mn), $1.1680(E744mn), $1.1700(E693mn), $1.1750(E4539mn), $1.1800(E2.37bn), $1.1825(E1.26bn), $1.1845-50(E1.26bn), $1.1900(E1.12bn)
- GBP/USD: $1.3300(Gbp353mn), $1.3450(Gbp326mn)
- USD/JPY: Y110.00($1.69bn), Y111.50($425mn), Y112.00($1.58bn), Y112.75($445mn), Y113.00($1.79bn), Y114.00($3.37bn), Y115.00($4.03bn)
- USD/CHF: Chf0.9700($575mn), Chf0.9890-0.9900($645mn)
- AUD/USD: $0.7700(A$277mn), $0.7800(A$438mn)
- USD/CAD: C$1.2518($371mn), C$1.2530($254mn), C$1.2675($300mn),
- USD/CNY: Cny6.5500($785mn), Cny6.6000-20($856mn), Cny6.6300($950mn), Cny6.6500($2.08bn)
- AUD/NZD: N$1.1050(A$278mn)