Further to my original option expiry post this morning there is talk on the street that the 1.3570-1.3600 area on EURUSD is worth around USD 1 bln with 300m between 1.3570-90, 400m @ 1.3590 and 300m @ 1.3600.
We’ve seen some definite pulling power recently on this pair, and USDJPY, with large expiries lately and, as ever, we should be respectful of the EURUSD contracts rolling off come 10 am NY today.
Just saying.
