7 Jul 2017
FX option expiries for July 7 NY cut
FX option expiries for July 7 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: $1.1300(E366mn), $1.1320-25(E450mn), $1.1400-10(E1.885bn)
- GBP/USD: $1.2725(Gbp461mn)
- USD/JPY: Y112.00($886mn), Y112.50($347mn), Y113.25($350mn), Y113.45-50($511mn), Y113.90-114.00($1.13bn), Y115.50($781mn), Y116.00($814mn)
- AUD/USD: $0.7500(A$236mn), $0.7565(A$308mn), $0.7600(A$375mn), $0.7650(A$809mn), $0.7720-30(A$550mn)
- EUR/JPY: Y126.00(E627mn)