FX option expiries for Aug 27 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
– EUR/USD: EUR amounts
- 1.1750 530m
- 1.1755 658m
- 1.1800 581m
- 1.1900 1.0bn
- 1.1950 823m
– USD/JPY: USD amounts
- 104.90 425m
- 105.00 1.7bn
- 105.50 890m
- 105.75 706m
- 106.50 404m
- 106.60 706m
- 107.00 441m
- 107.15 353m
– AUD/USD: AUD amounts
- 0.7190 587m
– USD/CAD: USD amounts
- 1.3100 554m
- 1.3250 520m