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Sizeable Strike in USD/JPY Seizes Market Focus

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More sizeable strikes rolling off at the Friday NY cut include a particularly notable $4.4bln rolling off at Y150.00 in USD/JPY - comprised of $2.95bln in calls and $1.4bln in puts. Other expiries include:
  • EUR/USD: $1.0500-10(E2.1bln)$1.0535-50(E2.4bln)$1.0575-80(E756mln)$1.0600(E1.3bln)
  • USD/JPY: Y149.00($749mln)Y150.00($4.4bln)Y150.50($534mln)
  • AUD/USD: $0.6325(A$544mln)
  • USD/CAD: C$1.3835($758mln)
  • USD/CNY: Cny7.3000($1.1bln)
MNI London Bureau | +44 203-865-3809 | edward.hardy@marketnews.com
MNI London Bureau | +44 203-865-3809 | edward.hardy@marketnews.com

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