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Larger FX Option Pipeline

OPTIONS
  • EUR/USD: Jul02 $1.1750(E1.0bln), $1.1820-25(E1.1bln-EUR puts), $1.1850-55(E1.6bln), $1.1865-66(E1.0bln), $1.1895-1.1900(E1.2bln), $1.1940-50(E3.0bln); Jul05 $1.1840-50(E1.1bln-EUR puts)
  • USD/JPY: Jun30 Y109.45-50($1.4bln), Y110.20-25($1.3bln), Y110.50($1.3bln-$1.1bln USD puts), Y110.70-75($1.3bln); Jul02 Y109.40-50($1.2bln), Y111.00($1.8bln), Y111.40-50($1.0bln-USD calls); Jul06 Y109.60-65($1.0bln), Y111.00($1.9bln)
  • AUD/USD: Jul01 $0.8000(A$1.1bln-AUD calls); Jul06 $0.8000(A$1.2bln-AUD calls)
  • NZD/USD: Jul07 $0.7140(N$1.1bln-NZD calls)
  • USD/CNY: Jun30 Cny6.39($1.8bln); Jul02 Cny6.32($1.6bln-USD puts); Jul06 Cny6.45($1.6bln-USD puts)
  • USD/MXN: Jun30 Mxn19.75($980mln-USD puts)
MNI London Bureau | +44 203-865-3809 | edward.hardy@marketnews.com
MNI London Bureau | +44 203-865-3809 | edward.hardy@marketnews.com

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