3 Jul 2017
FX option expiries for July 3 NY cut
FX option expires for July 3 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: $1.1180-85(E841mn), $1.1200-02(E722mn), $1.1230-35(E668mn),
$1.1315($263mn), $1.1400(E334mn)
- USD/JPY: Y110.85-90($708mn), Y111.00-03($581mn), Y112.00($553mn),
Y112.35($380mn), Y112.50($493mn)
- GBP/USD: $1.2630-40(Gbp820mn), $1.3000(Gbp522mn)
- AUD/USD: $0.7575(A$290mn)
- NZD/USD: $0.7200(NZ$264mn)