FEBRUARY 26, 2025 AT 07:02 AM
FX Options Expiry for today's NY cut: Massive expiries in EUR; large expiries in JPY, AUD, CAD, CHF
Source
SectionFX Flows
- EUR/USD: 1.0420-30 (3.1bln), 1.0435-45 (1.8bln), 1.0450 (3.2bln), 1.0465-75 (1.7bln), 1.0495-1.0500 (2.7bln), 1.0510-20 (2.7bln), 1.0525-30 (4bln), 1.0550 (2.3bln), 1.0570-85 (1.9bln), 1.0600 (3.6bln).
- USD/JPY: 149.00 (1bln), 149.45-55 (720mln), 149.75-80 (872mln), 150.00 (1.8bln), 150.25 (774mln).
- AUD/USD: 0.6320-25 (920mln), 0.6350 (404mln), 0.6400 (1.1bln).
- USD/CAD: 1.4300 (1.2bln), 1.4350-55 (770mln).
- USD/CHF: 0.8955 (1.1bln), 0.9035-45 (470mln).
- EUR/JPY: 155.00 (1.3bln), 156.00 (250mln), 156.50 (250mln).
- GBP/USD: 1.2500 (587mln), 1.2675 (773mln).
- EUR/GBP: 0.8320 (335mln), 0.8385-0.8400 (681mln).
- AUD/JPY: 93.50 (510mln), 0.9565 (205mln).
- EUR/CHF: 0.9400 (731mln).