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25 Jul 2017
FX option expiries for July 25 NY cut
FX option expiries for July 25 NY cut at 10:00 Easter Time, via DTCC, can be found below.
- EUR/USD: $1.1400(E320mn), $1.1500(E2.66bn), $1.1600(E372mn), $1.1645(E519mn), $1.1650(E718mn), $1.1700(E369mn)
- USD/JPY: Y110.50($467mn), Y111.00-10($460mn), Y112.45($270mn)
- EUR/JPY: Y130.00(E762mn)
- AUD/USD: $0.7775(A$431mn),
- USD/CNY: Cny6.7290($1.08bn), Cny6.8060($1.0bn), Cny6.8200($1.19bn)