FOREX: FX OPTION EXPIRY - The BIG one before Year end
Dec-20 09:16By: Fabrice Ben Hassine
Cross Currency Pairs+ 1
Of note:
EURUSD 33.3bn between 1.0325/1.0500, or 5.28bn at 1.0390/1.0400.
GBPUSD ~2.1bn at 1.2490/1.2500.
EURGBP 5373bn between 0.8290/0.8345.
USDJPY 3.62bn at 157.00.
USDCNY 2.06bn at 7.3000.
- EURUSD: 1.0325 (4.05bn), 1.0350 (3.35bn), 1.0370 (350mln), 1.0390 (927mln), 1.0400 (4.35bn), 1.0420 (386mln), 1.0425 (2.36bn), 1.0430 (1.17bn), 1.0440 (2.67bn), 1.0443 (630mln), 1.0450 (5.24bn), 1.0500 (7.82bn).
- GBPUSD: 1.2490 (965mln), 1.2500 (1.13bn).
- EURGBP: 0.8290 (835mln), 0.8300 (2.36bn), 0.8310 (588mln), 0.8345 (1.95bn).
- USDJPY: 156.00 (2.03bn), 157.00 (3.62bn).
- USDCAD: 1.4400 (776mln).
- AUDUSD: 0.6200 (400mln), 0.6255 (260mln), 0.6285 (500mln).
- AUDNZD: 1.1050 (348mln).
- USDCNY: 7.3000 (2.06bn).
