FX OPTION EXPIRY

Of note:

EURUSD 1.09bn at 1.0550 and 1.78bn at 1.0600.

USDJPY 1.3bn at 136.00.

USDCAD 2.11bn at 1.3600/1.3650.

AUDUSD ~1bn at 0.6800.

NZDUSD 2.25bn at 0.6400/0.6425 (wed).

GBPUSD 1.12bn at 1.2350 (thu)

• EURUSD: 1.0550 (1.09bn), 1.0600 (1.78bn), 1.0623 (452mln), 1.0625 (508mln).
• USDJPY: 135.50 (411mln), 136.00 (1.3bn), 136.30 (257mln), 137.00 (363mln).
• USDCAD: 1.3550 (423mln), 1.3600 (908mln), 1.3615 (308mln), 1.3650 (898mln).
• AUDUSD: 0.6700 (821mln), 0.6750 (320mln), 0.6800 (984mln).
• USDCNY: 6.90 (1.13bn), 7.00 (1.48bn).