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12 Jul 2017
FX option expiries for July 12 NY cut
FX option expiries for July 12 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: $1.1300(E630mn), $1.1360(E399mn), $1.1375(E356mn), $1.1400(E659mn),
$1.1425-30(E926mn), $1.1450-55(E380mn), $1.1500(E333mn)
- GBP/USD: $1.2700(Gbp444mn), $1.2890(Gbp216mn), $1.3000(Gbp430mn)
- USD/JPY: Y112.70($301mn), Y113.00($326mn), Y113.80-83($391mn), Y114.00($242mn)
- USD/CHF: Chf0.9525-27($365mn)
- AUD/USD: $0.7525(A$353mn), $0.7595(A$399mn), $0.7625(A$250mn)
- USDCAD: C$1.3200($515mn)
- EURGBP: Gbp0.8860(E332mn), Gbp0.8875(E225mn), Gbp0.9075(E220mn)