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USD/CAD Caught Between Two Sizeable Friday Strikes

OPTIONS
The outsized move in the USD week has kept most major pairs clear of the larger strikes rolling off this week - and that remains the case headed into the final NY cut of the week. Larger options rolling off include:
  • EUR/USD: $1.1120(E767mln), $1.1200(E971mln)
  • USD/JPY: Y140.00($745mln)
  • AUD/USD: $0.6700(A$960mln)
  • USD/CAD: C$1.3030-40($795mln), C$1.3210-25($697mln)
  • USD/CNY: Cny7.1500($2.9bln)

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