31 Jul 2017
FX option expiries for July 31 NY cut
FX option expiries for July 31 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: Jul31 $1.1500(E1.35bn), $1.1650(E623mn), $1.1700(E483mn),
$1.1750(E529mn)
- GBP/USD: $1.3145(Gbp307mn)
- USD/JPY: Y111.10-12($346mn), Y111.25($300mn), Y111.50($290mn)
- AUD/USD: $0.7900(A$890mn)
- NZD/USD: $0.7450(NZ$236mn)