FOREX: FX OPTION EXPIRY
Jul-10 08:00
Of note:
EURUSD 4.3bn at 1.1400/1.1450.
USDJPY 1.23bn at 162.00 (mon).
EURUSD 2.28bn at1.1400 (tue).
EURUSD 1.43bn at 1.1390 (thu).
USDCNY 1bn at 6.7435 (thu). (Corrected)
- EURUSD: 1.1380 (1.03bn), 1.1400 (1.42bn), 1.1405 (1.24bn), 1.1440 (472mln), 1.1450 (1.17bn).
- GBPUSD: 1.3400 (718mln).
- USDJPY: 161.00 (637mln).
- USDCAD: 1.4145 (489mln).
- AUDUSD: 0.6900 (573mln).
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Historical bullets
EURIBOR OPTIONS: Broken Call Condor
Jun-10 07:58
ERQ6 97.50/97.62/97.68/97.87 broken call condor, bought for 2.25 in 4k.
FOREX: CME Roll Pace
Jun-10 07:56
CME FX ROLL PACE: Expiry is on Monday (15th), Sept will likely be front by the end of Thursday.
- EUR: 38%.
- GBP: 53%.
- CHF: 43%.
- JPY: 37%.
- CAD: 34%.
- AUD: 42%.
- NZD: 44%.
- SEK: 55%.
- NOK: 45%.
Note that the Scandies hardly trade on the CME, so just a few spreads can shift the Pace of completion.
STIR: IRU6/Z6 Steepener
Jun-10 07:48
Recent flow in the IRU6/Z6 spread saw paper pay 7.0 on ~4.4K.
