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Friday, January 5, 2018

FX option expiries for the 10am NY cut - 5 Jan 2018

What's on the board for today's cut - by the DTCC Further update to Eamonn's post earlier . here Large ones are highlighted in bold. In terms of significance, none of the larger ones are close to current levels to be fair. USD/JPY has one medium-sized one at 113.00-10 nearby current trading levels, but the size is mixed
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