8 Aug 2017
FX option expiries for Aug 8 NY cut
FX option expiries for Aug 8 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: $1.1650(E344mn), $1.1800(E548mn)
- GBP/USD: $1.3000-05(Gbp296mn)
- USD/JPY: Y109.00($300mn), Y110.25($360mn), Y110.55-60($360mn), Y111.00($490mn)
- AUD/USD: $0.7950(A$2.5bn)
- EUR/JPY: Y128.85-90(E403mn)
- AUD/NZD: N$1.0560(A$477mn), N$1.0715-20(A$345mn)