Options Outlook

From the FXWW Chatroom: EUR/USD options most active today, accounting for 30.8% of total volume, followed by USD/JPY at 23.7% and USD/CNY at 14%, trades reported by DTCC show.
Total volume was $20b as of 10:56am GMT vs $70.8b yesterday
Notable trades include:
EUR/USD 1.1150 puts, EU248m, Oct. 4
EUR/USD 1.1000 puts, EU300m, Nov. 4
EUR/USD 1.0900 puts, EU345m, Dec. 5
USD/JPY 99.00 puts, $269m, Oct. 7
Closest significant option expiries for NY cut, based on DTCC data:
EUR/USD: 1.1100 (EU894m), 1.1200 (EU672m), 1.1220 (EU543m), 1.1250 (EU1.26b)
USD/JPY: 101.00 ($730m)
GBP/USD: 1.2900 (GBP375m), 1.3000 (GBP372m)
NZD/USD: 0.7200 (NZ$304m), 0.7332 (NZ$225m)
USD/CAD: 1.3100 ($488m), 1.3125 ($656m), 1.3175 ($376m), 1.3200 ($259m)
AUD/USD: 0.7630 (A$211m)

View the latest market information in the FXWW Chatroom with a free trial.

Leave a Reply