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Option Expiry Highlights for Thursday NY cut(DTCC)

OPTIONS
MNI (London)
  • USD/JPY showing the largest interest with $3.5bln of Y104.00 strike options rolling off at today's NY cut, $3.46bln being USD puts. Rate currently trades around Y104.46, with a total of $1.6bln of option interest rolling off at Y104.45/50. Lower down and Y103.00 sees $1.9bln of USD puts expiring.
  • AUD/USD has a total of A$1.3bln of expiring interest between $0.7385-0.7400, A$1.1bln being AUD puts. $0.7435 has 673mln of AUD puts rolling off same time. (Current level $0.7407)
  • USD/CAD has $618mln of C$1.3000 USD puts expiring today. (Current level C$1.2926)
MNI London Bureau | +44 203-586-2231 | john.webb@marketnews.com
MNI London Bureau | +44 203-586-2231 | john.webb@marketnews.com

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