Heads up for larger FX options expiring later this week ... I posted those for expiry today here earlier:

Just a quickie now on a few for later this week, I know some like an early warning:

THURSDAY JULY 19 10am NY cut

GBP/USD

  • 1.3000 GBP 1.9bn
  • 1.3125 1.3bn

FRIDAY JULY 20 10am NY cut

  • USD/JPY 114.25 $1.2bn
  • AUD/USD 0.7400 AUD 1.2bn