Foreign Exchange Date Conventions - Calculating Expiry and Delivery Dates

Calculating Expiry and Delivery Dates

Time to expiry is usually quoted either as "overnight" or in terms of a number of days, weeks, months or years. In general, the expiry date can be any weekday, even if it is a holiday in one, or both of the currencies, except 1 January. There are differing conventions depending on the period involved.

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