Some of the bigger size option expiries due at the NY cut later (much later) today:
- USD/CAD: 1.0680 (169m), 1.0700 (135m)
- AUD/USD: 0.9390 (130m), 0.9400 (300m),0.9430 (209m)
- EUR/GBP: 0.8000 (100m)
- USD/CHF: 0.8900 (275m), 0.8975 (136m)
- USD/JPY: 101.20 (200m), 101.45-50 (1.5bn), 101.65-70 (400m)
- EUR/USD: 1.3575 (150m), 1.3595-1.3600 (535m), 1.3620-30 (320m)
