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Option Highlights for Monday Nov30

OPTIONS
MNI (London)
  • Nothing stand out on today's option expiry calendar but a few things to note for this week.
  • USD/JPY has $3.45bln of Y104.00 USD puts rolling off Thursday Dec3, with $1.9bln of Y103.00 USD puts expiring same day. The Y104.00 interest likely to keep rate anchored close by.(current level Y103.85)
  • USD/CAD has a total of $2.0bln C$1.3000 USD put expiry interest through the week. Only $150mln for today but larger through the rest of the week.(current level C$1.2984)
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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