29 Jun 2017
FX option expires for June 29 NY cut
FX option expires for June 29 NY cut at 10:00 Easter Time, via DTCC, can be found below.
EUR/USD: $1.1200-15(E1.45bn), $1.1250(E397mn), $1.1270(E485mn), $1.1300(E752mn), $1.1320-25(E715mn), $1.1350(E874mn), $1.1400(E1.21bn)
- GBP/USD: $1.2500(Gbp315mn), $1.2640-50(Gbp369mn), $1.3000(Gbp337mn)
-USD/JPY: Y110.00($507mn), Y110.90-111.00(E870mn), Y111.93($384mn), Y113.00-05($732mn), Y115.00($715mn)
- AUD/USD: $0.7395-0.7400(A$320mn), $0.7635(A$630mn), $0.7700(A$765mn),
$0.7750(A$650mn)
- EUR/GBP: Gbp0.8705(E420mn), Gbp0.8800(E300mn)
- AUD/JPY: Y85.00(A$432mn)