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USD Weakness Pulls G10 Spot Away From Largest Strikes of the Week

OPTIONS
A busy NY cut for roll-off of option expiries on Thursday - the USD weakness post-CPI has drawn spot G10 away from some of the larger strikes of the week, but still a number worth watching:
  • Rally in EUR/USD spot has cleared lumpy expiries layered between 1.0820 - 1.10 leaving nearby strikes at: $1.1050-60(E989mln), $1.1080-00(E1.3bln), $1.1115-25(E1.1bln)
  • Similarly, pullback in USD/JPY puts spot within range of:Y138.75($795mln)Y138.85-95($568mln)
  • AUD/USD: $0.6780-00(A$1.4bln)
  • USD/CAD: C$1.3200-10($748mln)
  • USD/CNY: Cny7.1500($1.4bln)

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