FX option expiries for Sept 4 NY cut at 10:00 Eastern Time, via DTCC, can be found below.
– EUR/USD: EUR amounts
- 1.1700 870m
- 1.1780 615m
- 1.1790 1.8bn
- 1.1800 811m
- 1.1850 651m
- 1.1875 968m
- 1.1900 2.4bn
- 1.1905 554m
- 1.1950 958m
– GBP/USD: GBP amounts
- 1.3100 261m
- 1.3350 270m
– USD/JPY: USD amounts
- 105.00 692m
- 105.55 482m
- 105.75 365m
- 106.00 1.8bn
- 106.50 613m
- 106.60 570m
- 106.65 870m
- 106.75 455m
- 106.95 634m
- 107.00 702m
– AUD/USD: AUD amounts
- 0.7200 598m
– NZD/USD: NZD amounts
- 0.6610 351m