OCTOBER 19, 2023 AT 05:57 AM
Major FX option expiries for today's NY cut varied and either side of current spot ranges
Source
SectionFX Flows
- EUR/USD: 1.0450 (887M), 1.0560 (917M), 1.0600 (587M), 1.0620-25 (785M), 1.0650-55 (614M), 1.0690-1.0700 (2.21BN), 1.0705-15 (471M), 1.0720-30 (528M), 1.0750-55 (1.16BN)
- USD/JPY: 148.50 (351M), 148.70-75 (438M), 149.00 (379M), 149.30 (281M), 149.45-50 (1.02BN), 149.75-80 (378M), 150.00 (1.1BN), 150.50 (775M), 151.00 (822M)
- USD/CHF: 0.8795-05 (876M), 0.8880 (353M), 0.9100 (250M)
- GBP/USD: 1.2140 (5710M), 1.2160 (1.03BN), 1.2200 (1.9BN), 1.2210-15 (1.12BN)
- EUR/GBP: 0.8600 (305M), 0.8610-15 (805M)
- EUR/AUD: 1.6600 (467M)
- AUD/USD: 0.6350 (608M), 0.6400 (426M), 0.6415-25 (1.1BN), 0.6465 (1.1BN), 0.6480 (395M)
- NZD/USD: 0.5920-25 (771M), 0.5940 (262M)
- AUD/NZD: 1.0700 (280M), 1.0800 (350M), 1.0900 (234M)
- USD/CAD: 1.3640-50 (1.23BN), 1.3680-85 (542M), 1.3700 (346M)
- AUD/JPY: 94.50 (400M)