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24 Jul 2017
FX option expiries for July 24 NY cut
FX option expiries for July 24 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: $1.1310(E299mn), $1.1400(E457mn), $1.1450(E476mn), $1.1500(E2.64bn), $1.1550-55(E728mn), $1.1700(800mn)
- USD/JPY: Y111.00 ($337mn), Y111.20-25($670mn), Y114.00($838mn)
- GBP/USD: $1.3000(Gbp541mn)
- AUD/USD: $0.7775(A$431mn), $0.7540-45(A$1.77bn)
- USD/SGD: S$1.3700($340mn),
- USD/CNY: Cny6.8000($1.45bn)