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16 Aug 2017
FX option expiries for Aug 16 NY cut
FX option expiries for today Aug 16 NY cut 1000ET (Source DTCC)
EUR/USD: $1.1600(E1.25bn), $1.1750-60(E659mn)
USD/JPY: Y109.00( $347mn), Y109.90($805mn), Y110.45-50($824mn),
Y111.50-55($825mn)
AUD/USD: $0.7825-30(A$2.23mn), $0.7850(A$910mn)
NZD/USD: $0.7320(NZ$437mn)