Free Trial

Close Expiries At NY Cut Today

NZD

There are a number of large expiries at NY cut today, based on the latest DTCC data.

  • At $0.5850 strike there is a mixture of NZD Calls and Puts worth $396mn. There is also $467mn of NZD Calls at $0.5900 strike.
  • Overnight implied ATM volatility is well within recent ranges at 10.8100%, implying a $0.5832-$0.5918 range today.
  • NZD/USD is up ~0.5% this morning and sits a touch above the 20-Day EMA ($0.5870), the pressure on the USD seen after yesterday's FOMC rate decision has extended in early trade on Thursday.

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.