March 06, 2023 09:09 GMT
Expiries for Mar06 NY cut 1000ET (Source DTCC)
OPTIONS
Larger options rolling off at today's cut - NZD/USD slippage over past hour or so puts spot within range of sizeable expiry today:
- EUR/USD: $1.0630-50(E864mln)
- USD/JPY: Y135.00-10($547mln), Y135.75-00($615mln), Y137.00-24($1.5bln)
- GBP/USD: $1.1874-91(Gbp2.3bln), $1.2050-60(Gbp2.7bln)
- AUD/USD: $0.6735(A$582mln), $0.6760-65(A$644mln), $0.6775-85(A$1.2bln)
- NZD/USD: $0.6180-00($1.0bln)
- USD/CAD: C$1.3600($562mln)
- USD/CNY: Cny6.9500($1.0bln)
35 words