20 Jul 2017
FX option expiries for July 20 NY cut
FX option expiries for July 20 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: $1.1250(E1.39bn), $1.1300(E550mn), $1.1400(E747mn), $1.1500(E832mn),
$1.1530(E398mn)
- GBP/USD: $1.2710-20(Gbp690mn), $1.3000(Gbp360mn), $1.3100(Gbp402mn)
- USD/JPY: Y110.00($834mn), Y111.40-45($745mn), Y111.50-55($703mn), Y111.65($320mn), Y112.00($395mn), Y112.65($310mn), Y113.00($591mn), Y114.00($655mn)
- AUD/USD: $0.7800(A$247mn), $0.7840-45(A$405mn) *USD/CAD: C$1.2950 ($1.19bn)
- EUR/GBP: Gbp0.8786(E880mn), Gbp0.8800-08(E2.08bn), Gbp0.8850(E995mn)
- EUR/JPY: Y127.00(E708mn), Y129.00(E751mn), Y129.50(E471mn)