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Sizeable Option Strikes Could Contain Volatility Monday

OPTIONS

Larger options rolling off at today's cut include a sizeable strike at 1.0825-40 in EUR/USD (E2.3bln), with E609mln set to roll off just above at 1.0845-50.


Some interest also noted in USD/JPY near current spot rate at Y137.90-05 ($567mln) and below at Y137.50 ($825mln)

Other options of interest later this week:
  • USD/CAD: May23 C$1.3600($1.1bln)
  • USD/CNY: May25 Cny7.0250($1.4bln)

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