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27 Jun 2017
FX option expires for June 27 NY cut
FX option expires for June 27 NY cut at 10:00 Easter Time, via DTCC, can be found below.
EUR/USD: $1.1100(E877mn), $1.1200-10(E500mn), $1.1230 35(E330mn), $1.1350(E405mn)
- USD/JPY: Y110.28 ($500mn), Y111.50-53($318mn), Y112.00($412mn)
- AUD/USD: $0.7300(A$595mn), $0.7600-05(A$533mn)
- NZD/USD: $0.7040(NZ$232mn)
- USD/CAD: C$1.3250($511mn)
- EUR/GBP: Gbp0.8815-20(E534mn)