FX option expiry data, these the close by and of size for the 10am NY cut
EUR/USD
- 1.1450 2.6bn
- 1.1500 1.2bn
- 1.1550 819m
- 1.1600 938m
USD/JPY
- 111.55 US$ 430m
GBP/USD
- 1.3040 GBP 327m
- 1.3235 830m
- 1.3250 852m
EUR/GBP
- 0.8700 422m euro amount
- 0.8800 1.6b, euro