FX option expiries for August 5 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
– EUR/USD: EUR amounts
- 1.0050 333m
- 1.0100 871m
- 1.0150 415m
- 1.0200 2.1b
- 1.0300 1.4b
- 1.0400 810m
– GBP/USD: GBP amounts
- 1.1965 564m
- 1.2010 300m
- 1.2100 590m
- 1.2200 239m
- 1.2275 303m
– USD/JPY: USD amounts
- 131.00 588m
- 131.75 411m
- 132.25 822m
- 132.50 797m
- 133.25 470m
- 134.00 2.1b
- 135.00 1.1b
– USD/CHF: USD amounts
- 0.9200 500m
- 0.9400 400m
- 0.9600 685m
– AUD/USD: AUD amounts
- 0.6800 918m
- 0.6900 494m
- 0.6950 498m
- 0.7000 532m
- 0.7200 1b
– USD/CAD: USD amounts
- 1.2600 1.1b
- 1.2800 1.6b
- 1.2900 1.1b
- 1.3000 813m
– NZD/USD: NZD amounts
- 0.5950 605m
– EUR/GBP: EUR amounts
- 0.8350 1.5b
- 0.8450 750m
