14 Jul 2017
FX option expiries for July 14 NY cut
FX option expiries for July 14 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: $1.1200(E916mn), $1.1300(E1.27bn), $1.1360(E379mn), $1.1375(E575mn),
$1.1425-35(E704mn), $1.1450(E908mn), $1.1500(E1.77bn)
- GBP/USD: $1.2750(Gbp655mn)
- USD/JPY: Y112.00($415mn), Y112.25($320mn), Y113.25-26($765mn),
Y114.00($1.54bn), Y114.50($399mn), Y115.00($463mn)
- AUD/USD: $0.7580(A$331mn), $0.7605(A$984mn), $0.7640(A$402mn), $0.7750(A$253mn)
- NZD/USD: $0.7150(NZ$336mn), $0.7250(NZ$250mn)
- USDCAD: $0.7580(A$331mn), $0.7605(A$984mn), $0.7640(A$402mn), $0.7750(A$253mn)
- EURGBP: Gbp0.8800(E227mn)