DECEMBER 5, 2024 AT 07:22 AM
FX Options Expiry for today's NY cut: Large expiries in EUR, GBP, AUD
Source
SectionFX Flows
- EUR/USD: 1.0440-50 (2.3bln), 1.0475-80 (1.3bln), 1.0500-05 (1.8bln), 1.0525-35 (1.7bln), 1.0550 (1.3bln), 1.0560-65 (1.8bln), 1.0580 (752mln), 1.0600 (1.2bln).
- GBP/USD: 1.2600 (954mln), 1.2625 (209mln), 1.2650 (306mln), 1.2670-85 (492mln), 1.2725 (260mln), 1.2750 (1bln).
- AUD/USD: 0.6440-45 (903mln), 0.6500 (486mln), 0.6550-60 (943mln).
- USD/CHF: 0.8725-30 (624mln), 0.8820-25 (425mln), 0.8840-50 (346mln).
- EUR/GBP: 0.8435-45 (410mln).
- USD/CAD: 1.3950 (490mln), 1.3975-80 (510mln), 1.4030 (327mln), 1.4050 (300mln), 1.4100 (374mln), 1.4150 (268mln), 1.4215 (643mln).
- USD/JPY: 149.00 (412mln), 149.50 (305mln), 149.70 (262mln), 150.00 (790mln).
- AUD/JPY: 98.00 (1.2bln), 100.00 (1bln).