FX OPTION EXPIRY

Of note:

EURUSD 1.25bn at 1.0750/1.0760.

GBPUSD 2.29bn at 1.2645.

AUDUSD 1.12bn at 0.7171 (tomorrow).

USDCNY 2.3bn at 6.7000 (tomorrow)

• EURUSD: 1.0650 (1.03bn), 1.0725 (271mln), 1.0730 (219mln), 1.0750 (401mln), 1.0760 (854mln), 1.0775 (438mln), 1.0800 (1.12bn).
• GBPUSD: 1.2550 (3.61bn), 1.2645 (2.29bn).
• USDJPY: 127.85 (577mln).
• USDCAD: 1.2700 (407mln).
• AUDUSD: 0.7125 (404mln), 0.7150 (235mln).
• NZDUSD: 0.6475 (426mln), 0.6515 (233mln), 0.6600 (798mln).