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EUR/USD Slippage Puts Pair Within Range of Sizeable Strikes

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Slippage in EUR/USD off the session's best levels brings a number of expiries within range for today's NY cut - could provide an anchor for prices given the dearth of data and speakers:

  • EUR/USD: $1.0500-10(E1.2bln), $1.0540-50(E1.0bln), $1.0600(E1.6bln), $1.0690-00(E2.1bln)
  • USD/JPY: Y133.00($570mln), Y135.00($809mln), Y136.00($711mln), Y137.00($590mln)
  • GBP/USD: $1.2075-00(Gbp577mln)
  • USD/CNY: Cny6.8500($1.2bln)

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