14 Jun 2016
FX option expiries for today's NY cut
FX option expiries for today's NY cut at 1000ET, via DTCC, can be found below.
- EUR/USD: 1.1145-50(E820mn)
- USD/JPY: 104.75($225mn), 105.50($500mn), 106.00($230mn)
- GBP/USD: 1.4000(Gbp257mn), 1.4200(Gbp218mn)
- AUD/USD: 0.7200(A$272mn)
- AUD/JPY: 79.90(A$268mn)
- NZD/USD: 0.6700(NZ$2.13bn)