3 Aug 2017
FX option expiries for Aug 3 NY cut
FX option expiries for Aug 3 NY cut at 10:00 Easter Time, via DTCC, can be found below.
-EUR/USD: $1.1560(E337mn), $1.1595-1.1600(E766mn), $1.1650(E331mn),
$1.1685-95(E430mn), $1.1800(E355mn)
- GBP/USD: $1.3250(Gbp249mn)
- USD/JPY: Y109.00($392mn), Y109.50-55($350mn), Y110.00-10($1.02bn),
Y110.70($480mn), Y111.50($420mn), Y111.75-80($1.02bn), Y112.10-15($632mn)
- AUD/USD: $0.7800(A$428mn)
- AUD/NZD: NZ$1.1000(A$1.79bn)