FX option expiries for July 29 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
– EUR/USD: EUR amounts
- 1.1790-1.1800 1.6b
- 1.1850 1.7b
- 1.1860-70 1.1b
- 1.1900-10 1.1b
– GBP/USD: GBP amounts
- 1.3750-55 539m
- 1.3900 564m
– USD/JPY: USD amounts
- 110.00 735m
- 110.90-00 905m
– AUD/USD: AUD amounts
- 0.7385 429m
- 0.7400 636m
- 0.7500 594m
– USD/CAD: USD amounts
- 1.2330 966m
- 1.2500 366m
- 1.2600 420m
– NZD/USD: NZD amounts
- 0.6940 419m
