FX Options Expiry for today's NY cut: Large expiries in EUR, AUD, NZD, CAD, CHF
SourceNewsquawk
SectionFX Flows
- EUR/USD: 1.1000 (2bln), 1.1025 (1.1bln), 1.1050-60 (4.3bln) 1.1070-80 (4bln), 1.1100-05 (5bln).
- AUD/USD: 0.6700 (1.6bln), 0.6750 (300mln), 0.6785 (1.2bln), 0.6850-65 (1.2bln), 0.6875 (426mln), 0.6890-0.6900 (1.3bln), 0.6950 (739mln).
- USD/CHF: 0.8455 (365mln), 0.8470-80 (607mln), 0.8500-15 (1.8bln).
- NZD/USD: 0.6310 (1.4bln).
- USD/CAD: 1.3500 (431mln), 1.3550-55 (1.4bln).
- USD/JPY: 145.00 (2.4bln), 145.25 (400mln), 145.75 (1.2bln), 145.95-146.00 (746mln), 146.50 (645mln), 147.00 (875mln), 147.40 (310mln), 148.00 (1.7bln).
- GBP/USD: 1.3130-40 (630mln), 1.3200 (189mln), 1.3260 (240mln), 1.3300 (381mln).
- EUR/CHF: 0.9425 (495mln).
- AUD/NZD: 1.0950-65 (572mln), 1.1000 (530mln), 1.1050 (276mln).
- AUD/JPY: 101.40 (467mln), 102.95 (343mln).
- CHF/JPY: 170.00 (478mln), 171.50 (840mln).