22 Jun 2017
FX option expires for June 22 NY cut
FX option expires for June 22 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: $1.0975 (E1.03bn), 1.1000 (E1.28bn), $1.1090-1.1100 (E1.48bn), $1.1175 (E1.50bn), $1.1200 (E1.18bn), $1.1250 (E1.46bn)
- GBP/USD: $1.2505 (Gbp342mn), $1.2700 (Gbp394mn), $1.2900 (Gbp252mn)
- USD/JPY: Y110.00 ($1.66bn), Y110.95-111.00 ($2.41bn), Y112.50 ($1.68bn)
- USD/CHF: Chf 0.9679-85 ($330mn)
- AUDUSD: $0.7500-05 (A$327mn), $0.7655 (A$533mn)
- USDCAD: C$1.3250 ($470mn), C$1.3365 ($320mn)
- NZDUSD: $0.7200 (NZ$335mn)