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Tsy Sec Yellen

US EURODLR OPTIONS

BLOCK, Green June Call Fly

OPTIONS
OPTIONS: Expiries for Apr26 NY cut 1000ET (Source DTCC)
EUR/USD: $1.1100(E851mln), $1.1160(E875mln), $1.1200(E756mln),
$1.1300(E3.31bln), $1.1400-10(E858mln), $1.1550(E739mln)
USD/JPY: Y108.00($664mln), Y109.00($1.39bln), Y112.00($520mln),
Y112.19-20($620mln)
AUD/USD: $0.7070-80(A$971mln), $0.7200(A$1.24bln)
AUD/NZD: N$1.0600(A$606mln)
USD/CAD: C$1.3400-05($1.22bln), C$1.3525-30($680mln), C$1.3750($1.94bln)