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Option highlights for today's NY cut (1000ET-1500GMT/Source DTCC)

OPTIONS
MNI (London)
  • Mixed EUR/USD interest between $1.1795/1.1800 for E1.4bln, with the area between $1.1840-55 holding E1.8bln of mixed interest. (current level $1.1804)
  • EUR/GBP has E807mln of mixed interest rolling off between Gbp0.9045-50.(current level Gbp0.8996)
  • AUD/USD has mainly AUD calls rolling off from $0.7300(A$599mln), $0.7325-35(A$710mln), $0.7400(A$568mln). (current level $0.7231).
  • USD/CAD has $900mln of C$1.3125 mixed interest, $620mln of USD calls. (current level C$1.3161)
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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