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AUD/USD Spot Range Straddles Sizeable Strike for Thursday Cut

OPTIONS
Much busier NY cut for FX option expiries Thursday, with EUR/USD looking wedged between several sizeable strikes. Today's AUD/USD range also straddling sizeable strike rolling off today:
  • EUR/USD: $1.1110(E796mln), $1.1190-00(E1.3bln), $1.1300(E592mln)
  • USD/JPY: Y140.00($1.9bln)
  • AUD/USD: $0.6800-15(A$2.1bln)
  • NZD/USD: $0.6310(N$1.1bln)
  • USD/CAD: C$1.3105($680mln)
  • USD/CNY: Cny7.2000($2.5bln)

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