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Most Sizeable Strikes Rolling Off at Today's Cut:

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Just under an hour out from the NY cut, most sizeable strikes across G10 rolling off today include:
  • EUR/USD: $1.0585-00(E520mln), $1.0700(E1.1bln)
  • USD/JPY: Y154.00-20($1.6bln), Y155.00($1.4bln)
  • AUD/USD: $0.6475(A$559mln)
  • USD/CAD: C$1.3775($810mln)
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Just under an hour out from the NY cut, most sizeable strikes across G10 rolling off today include:
  • EUR/USD: $1.0585-00(E520mln), $1.0700(E1.1bln)
  • USD/JPY: Y154.00-20($1.6bln), Y155.00($1.4bln)
  • AUD/USD: $0.6475(A$559mln)
  • USD/CAD: C$1.3775($810mln)