FX option expiries for July 6 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
– EUR/USD: EUR amounts
- 1.1600 795m
- 1.1650 1.2bn
- 1.1675 787m
- 1.1700 2.1bn
- 1.1750 609m
– USD/JPY: USD amounts
- 110.00 480m
- 110.50 532m
- 111.55 500m
– AUD/USD: AUD amounts
- 0.7375 677m
- 0.7400 699m
– USD/CAD: USD amounts
- 1.3200 USD 889m
- 1.3220 525m