Larger FX expiry options for today's NY cut
EUR/USD 1.1685-90 (350M), 1.1700 (896M), 1.1775-80 (400M), 1.1800 (946M), 1.1855 (303M), 1.1875-80 (500M), 1.1930-45 (1.8BLN)
USD/JPY 110.50 (345M), 110.75-80 (600M), 110.95-00 (655M), 111.25 (570M), 112.00 (410M)
EUR/GBP 0.8475 (250M), 0.8535-40 (320M), 0.8600 203M), 0.8625 (456M), 0.8660 (300M)
GBP/USD 1.3850-55 (450M)
AUD/USD 0.7350 (440M), 0.7400 (320M), 0.7500 (233M), 0.7530 (901M), 0.7600-05 (900M)
NZD/USD 0.7200-05 (240M),
AUD/JPY 0.8230 (320M)
USD/ZAR 14.45-48 (250M)
USD/CHF 0.9225-30 (400M)
EUR/CHF 1.0910-20 (480M)
08 Jul 2021 - 06:56- Forex- Source: DTCC
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