21 Jul 2017
FX option expiries for July 21 NY cut
FX option expiries for July 21 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: $1.1350(E1.48bn), $1.1400(E692mn), $1.1450(E476mn), $1.1500(E806mn), $1.1550-55(E603mn)
- GBP/USD: $1.3000(Gbp541mn)
- USD/JPY: Y111.40-50($980mn), Y111.75-80($825mn), Y112.25-35($691mn), Y113.00($1.05bn), Y114.00($882mn);
- AUD/USD: $0.7800(A$401mn), $0.7960(A$392mn)
- NZD/USD: $0.7400(NZ$865mn)