FX option expiries for Aug 31 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
– EUR/USD: EUR amounts
- 1.1500 1.5bn
- 1.1600 2.1bn
- 1.1675 1.1bn
- 1.1695 514m
- 1.1700 1.4bn
- 1.1725 1.5bn
- 1.1750 917m
- 1.1755 642m
– GBP/USD: GBP amounts
- 1.3000 969m
- 1.3100 279m
- 1.3135 265m
– USD/JPY: USD amounts
- 109.50 618m
- 109.65 630m
- 110.00 1.7b
- 110.25 458m
- 110.50 694m
- 110.80 744m
- 110.85 446m
- 111.00 1.2b
- 111.20 590m
- 111.30 420m
- 111.40 680m
- 111.50 423m
- 111.60 580m
- 112.00 848m
- 112.50 616m
– AUD/USD: AUD amounts
- 0.7250 1.1b
- 0.7290 768m
- 0.7315 600m
- 0.7320 832m
– USD/CAD: USD amounts
- 1.3000 753m
– EUR/GBP: EUR amounts
- 0.8900 427m
- 0.9000 401m
Share
