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20 Jun 2016
FX option expiries for today's NY cut
FX option expiries for Friday's NY cut at 1000ET, via DTCC, can be found below.
- EUR/USD: 1.1275 (E200M), 1.1300-05 (E920M)
- USD/JPY: 104.00 ($365M), 105.00 ($712M)
- GBP/USD: 1.4200 (Gbp609M), 1.4300 (Gbp964M)
- EUR/GBP: 0.7740 (E270M), 0.8075 (E240M)
- AUD/USD: 0.7350 (A$439M)
- USD/CAD: 1.2700 ($3.7BLN)