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11 Jul 2017
FX option expiries for July 11 NY cut
FX option expiries for July 11 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: $1.1350(E256mn), $1.1400(E451mn), $1.1450(E257mn)
- USD/JPY: Y111.90-112.00($1.13bn), Y112.50($500mn), Y115.00($1.83bn)
- GBP/USD: $1.2700(Gbp307mn), $1.2770-80(Gbp435mn), $1.2933(Gbp402mn),
$1.3000(Gbp773mn)
- AUD/USD: $0.7500-05(A$489mn), $0.7550(A$238mn)
- USDCAD: C$1.2950($250mn)
- EURGBP: Gbp0.8775-79(E1.37bn), Gbp0.8810(E261mn), Gbp0.8820-25(E384mn)
- EUR/JPY: Y127.00(E829mn), Y128.00(E273mn), Y132.00(E523mn)
- AUD/JPY: Y86.50(A$616mn)