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Larger FX Option Pipeline

OPTIONS
  • EUR/USD: Apr22 $1.1792-00(E1bln), $1.1900-10(E1.3bln); Apr28 $1.1900(E1.8bln), $1.1980-85(E1.25bln-EUR puts), $1.2000(E2.0bln); Apr29 $1.1850(E1.5bln), $1.1875-85(E1.1bln), $1.1890-1.1905(E1.2bln-EUR puts)
  • USD/JPY: Apr22 Y108.00-05($1.5bln), Y108.30-40($2.4bln-USD puts), Y109.90-110.00($1.1bln); Apr27 Y108.75($1.25bln-USD puts), Y109.00-10($1.3bln); Apr29 Y106.60-70($1.2bln-USD puts), Y109.00($1.0bln)
  • AUD/USD: Apr27 $0.7710-25(A$1.35bln-AUD puts), $0.7830-35(A$1.1bln-AUD puts)
  • AUD/JPY: Apr29 Y81.00(A$1.1bln-AUD calls)
  • NZD/USD: Apr22 $0.7060(N$917mln-NZD puts), $0.7090(N$942mln-NZD puts)
  • USD/CAD: Apr23 C$1.2440-50($1.4bln-USD puts), C$1.2580-85($1.1bln-USD puts); Apr28 C$1.2600($1.1bln-USD puts)
  • USD/MXN: Apr30 Mxn19.50($1.4bln)
  • USD/ZAR: Apr29 Zar14.20($880mln-USD puts)

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