27 Jun 2018
FX option expiries for June 27 NY cut
FX option expiries for June 27 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
- EUR/USD: 1.1560 (EUR 771m), 1.1565 (1.1bn), 1.1570 (593m), 1.1585 (772m), 1.1600 (2.4bn), 1.1625 (3.3bn), 1.1650 (1.6bn), 1.1675 (696m), 1.1690 (2.0bn), 1.1755 (590m).
- USD/JPY: 109.00 (USD 1.3bn), 109.10 (475m), 109.20 (870m), 109.30 (360m), 109.60 (1.0bn), 110.00 (1.3bn), 110.30 (92m), 110.50 (528m).
- AUD/USD: 0.7450 (AUD 540m).
- NZD/USD: 0.6900 (NZD 403m).
- EUR/GBP: 0.8740 (EUR 405m).