FX option expiries for July 27 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
– EUR/USD: EUR amounts
- 1.1500 1.1bn
- 1.1550 1.1bn
- 1.1700 1.9bn
- 1.1735 505m
- 1.1750 1.2bn
- 1.1800 759m
– GBP/USD: GBP amounts
- 1.3000 271m
- 1.3100 277m
- 1.3200 279m
- 1.3250 471m
– USD/JPY: USD amounts
- 110.95 401m
- 111.25 969m
- 111.50 549m
- 112.00 610m
– NZD/USD: NZD amounts
- 0.6690 200m
- 0.6810 323m
- 0.6825 217m
– EUR/GBP: EUR amounts
- 0.8950 1.6bn