FX option expiries for June 1 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
– EUR/USD: EUR amounts
- 1.0600 380m
- 1.0640-50 1.0b
- 1.0700 354m
- 1.0740-50 1.26b
- 1.0760 848m
- 1.0770-75 1.18b
- 1.0790-00 1.0b
– USD/JPY: USD amounts
- 127.25 230m
- 127.50-55 1.27b
- 128.00 235m
– AUD/USD: AUD amounts
- 0.7170-75 1.29b
- 0.7190 272m
– USD/CAD: USD amounts
- 1.2465 600m
- 1.2650-60 755m
- 1.2700 751m
– EUR/CHF: EUR amounts
- 1.0150 255m
– EUR/SEK: EUR amounts
- 10.4600 717m
- 10.4900 1.08b
- 10.5600 729m
– USD/ZAR: USD amounts
- 15.5700 500m
- 15.6400 730m
