28 Jun 2017
FX option expires for June 28 NY cut
FX option expires for June 28 NY cut at 10:00 Easter Time, via DTCC, can be found below.
EUR/USD: $1.1080(E375mn), $1.1100(E360mn), $1.1175-80(E623mn), $1.1205(E544mn), $1.1240(E444mn), $$1.1300(E525mn), $1.1350(E709mn)
- USD/JPY: Y110.00($1.24bn), Y111.00($330mn), Y111.50($496mn), Y111.60($1.98bn),
Y112.00($339mn)
- GBP/USD: $1.2500(Gbp451mn), $1.2590-1.2610(Gbp1.09bn), $1.2700(Gbp463mn)
- AUD/USD: $0.7400(A$290mn), $0.7535(A$585mn)
- NZD/USD $0.7300-07(NZ$252mn)
- USD/CAD: C$1.3175($280mn)
- EUR/GBP: Gbp0.8775(E500mn), Gbp0.8895-0.8900(E464mn)
- AUD/NZD: NZ$1.0400(A$332mn), NZ$1.0500(A$483mn), N$1.0550(A$578mn)