Aud – (Bloomberg)There’s an AUD/USD options barrier of about A$1b notional at 0.7250, according to an Asia-based FX trader. Expiry date is Friday, July 31
This is in addition to a combined A$1.1b in DTCC-listed puts at 0.7250 that expire Thurs. and Fri.
This is in addition to a combined A$1.1b in DTCC-listed puts at 0.7250 that expire Thurs. and Fri.
FX: Option expiries for today’s NY cut 1000ET.
* EUR/USD: $1.0800(E2.0bn), $1.0850(E1.0bn), $1.0900(E1.2bn), $1.0925(E754mn), $1.1000(E1.19bn)
* USD/JPY: Y122.50($550mn), Y124.00 ($321mn), Y125.00($300mn)
* GBP/USD: $1.5750(Gbp240mn)
* NZD/USD: $0.6660(NZ$270mn)
* USD/CAD: C$1.3100(250mn), C$1.3200($450mn)
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Expiries next week
* EUR/USD: Jul30 $1.1000(E1.02bn); Jul31 $1.1000(E1.7bn)
* AUD/USD: Jul28 $0.7300(A$491mn), $0.7325(A$485mn); Jul30 $0.7250(A$300mn); Jul31 $0.7250(A$767mn-Barrier A$1.0bn also)
* NZD/USD: Jul29 $0.6670(NZ$208mn)
* USD/SGD: Jul29 Sgd1.3600($300mn), Sgd1.3800($800mn)
* EUR/USD: $1.0800(E2.0bn), $1.0850(E1.0bn), $1.0900(E1.2bn), $1.0925(E754mn), $1.1000(E1.19bn)
* USD/JPY: Y122.50($550mn), Y124.00 ($321mn), Y125.00($300mn)
* GBP/USD: $1.5750(Gbp240mn)
* NZD/USD: $0.6660(NZ$270mn)
* USD/CAD: C$1.3100(250mn), C$1.3200($450mn)
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Expiries next week
* EUR/USD: Jul30 $1.1000(E1.02bn); Jul31 $1.1000(E1.7bn)
* AUD/USD: Jul28 $0.7300(A$491mn), $0.7325(A$485mn); Jul30 $0.7250(A$300mn); Jul31 $0.7250(A$767mn-Barrier A$1.0bn also)
* NZD/USD: Jul29 $0.6670(NZ$208mn)
* USD/SGD: Jul29 Sgd1.3600($300mn), Sgd1.3800($800mn)