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17 Jun 2016
FX option expiries for today's NY cut
FX option expiries for today's NY cut at 10 Estern Time, via DTCC, can be found below.
- EUR/USD: 1.1190-1.1200 (E510M), 1.1250 (E324M), 1.1300 (E656M)
- USD/JPY: 105.00 ($635M), 106.25 ($400M), 106.95-107.00 ($580M)
- GBP/USD: 1.4000 (Gbp711M), 1.4100 (Gbp223M)
- AUD/USD: 0.7250 (A$350M), 0.7400 (A$225M), 0.7450 (A$410M)
- NZD/USD: 0.7035 (N$251M), 0.7100 (N$384M)
- USD/CAD: 1.2800 (1BLN), 1.2950 ($315M), 1.3000 ($523M)