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21 Jun 2017
FX option expires for June 21 NY cut
FX option expires for June 21 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: 1.0940 (421mn), 1.1100 (579mn), 1.1150-65 (1.29bn), 1.1300-05 (685mn)
- USD/JPY: 110.30 (USD 250m) 110.50 (500m) 111.25-305 (1.2bln) 111.50 (200m) 112.00 (345m) 113.00 (270m)
- AUDUSD: 0.7440-50 (AUD 360m) 0.7475 (285m) 0.7500 (255m) 0.7600 (255m) 0.7635-45 (785m)
- USDCAD: 1.3300 (USD 180m)
- NZDUSD: 0.7125 (NZD 421m) 0.7150 (520m) 0.7300 (236m)
- EURGBP: 0.8745-50 (EUR 360m)