Option expiries 10am NY cut today 6 May

Here's what the DTCC have listed for today 6 May.

  • USDJPY 105.00 (USD 334m) 106.30 (395m) 107.50 (490m) 108.00 (361m) 108.50 (305m) 108.75 (600m)
  • EURUSD: 1.1350 (EUR 302m) 1.1390 (498m) 1.1400 (645m) 1.1425 (391m) 1.1475-80 (500m) 1.1500 (1.3bln) 1.1550 (726m) 1.1600 (392m)
  • GBPUSD 1.4400 (GBP 305m) 1.4500 (363m) 1.4600 (209m)
  • AUDUSD 0.7275 (AUD 302m) 0.7650 (1.69bln) 0.7750 (307m) 0.7800 (429m)
  • USDCAD 1.2950 (USD 220m) 1.3000 (410m)
  • NZDUSD 0.6753 (NZD 248m)
  • Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT even if breached in the meantime (eg through NPPs)

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