FX OPTION EXPIRY

FX OPTION EXPIRY (Closest ones)

Of note:

EURUSD 3.76bn between 1.1275/1.1325.

USDJPY 2.76bn between 114.50/115.10.

AUDUSD 2.54bn between 0.7100/0.7150

• EURUSD: 1.1250 (482mln), 1.1275 (405mln), 1.1290 (719mln), 1.1300 (1.53bn), 1.1310 (220mln), 1.1315 (482mln), 1.1325 (403mln).
• USDJPY; 114.25 (360mln), 114.50 (463mln), 114.90 (735mln), 115 (1.15bn), 115.10 (415mln).
• GBPUSD; 1.3500 (536mln).
• USDCAD: 1.2650 (530mln).
• AUDUSD: 0.7100 (317mln), 0.7110 (640mln), 0.7120 (235mln), 0.7130 (237mln), 0.7140 (261mln), 0.7150 (848mln).
• USDCNY: 6.3750 (500mln)