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Close Option Expiries At NY Cut

AUD

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

  • At a $0.64 strike there are $400mn of AUD Put options, and other $200mn of options which the type have not been reported by the DTCC.
  • There is also ~$175mn of AUD Call options at $0.6450, and a mixture of Calls and Puts worth ~550mn at $0.6455 and $0.6460.

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