13 Jul 2017
FX option expiries for July 13 NY cut
FX option expiries for July 13 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: $1.1200-03(E1.07bn), $1.1300(E587mn), $1.1400(E602mn),
$1.1445-55(E1.97bn), $1.1500-05(E450mn)
- USD/JPY: Y112.70($404mn), Y113.20-30($1.26bn), Y113.60-65($560mn),
- AUD/USD: $0.7400(A$323mn), $0.7540(A$476mn), $0.7580(A$314mn),
$0.7620-25(A$609mn), $0.7660(A$358mn), $0.7680(A$300mn)
- USDCAD: C$1.2950($1.25bn), C$1.3000($394mn), C$1.3075($600mn),
C$1.3200($1.36bn)
- EURGBP: Gbp0.8790(E239mn), Gbp0.8805-10(E449mn)