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FX OPTION EXPIRY - Some large ones

FOREX

Could be playing a role today with thinner turnovers. May act as magnets.

Of note:

EURUSD: 5.53bn between 1.1295/1.1350

GBPUSD: 1.13bn at 1.3300/1.3320

USDJPY 5.57bn between 113.50/114.05

  • EURUSD: 1.1275 ((453mln), 1.1295 (339mln), 1.1300 (2.66bn), 1.1310 (231mln), 1.1315 (331mln), 1.1325 (376mln), 1.1340 (269mln), 1.1350 (1.33bn)1.1375 (606mln)
  • GBPUSD: 1.3300 (832mln), 1.3320 (300mln), 1.3350 (1.24bn)
  • USDJPY: 113 (1.81bn), 113.50 (935mln), 113.60 (408mln), 113.75 (2.25bn), 113.90 (760mln), 114 (674mln), 114.05 (545mln)
  • EURGBP: 0.8500 (580mln), 0.8540 (356mln), 0.8550 (682mln).
  • USDCAD: ;1.2730 (306mln), 1.2745 (443mln), 1.2765 (351mln).
  • AUDUSD:; 0.7150 (204mln), 0.7200 (422mln)
  • USDCNY: 6.37 (675mln)

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