Here's what the DTCC have listed at the moment
- USDJPY 120.00 (USD 3.5bln) 121.00 (1.5bln)
- EURUSD 1.1000 (EUR 2.7bln) 1.1150 (801m)
- GBPUSD none
- USDCAD 1.3075 (USD 250m)
- AUDUSD 0.7120-25 (AUD 330m) 0.7150 (314m)
- EURGBP 0.7220 (EUR 902m) 0.7350 (784m)
Note the large USDJPY 120.00/121.00 expiries that I highlighted yesterday, and EURUSD at 1.1000. EURGBP at 0.7220 possibly in play too
There's liitle doubt in my mind that yesterday's large EURUSD expiries at 1.1075-80 did have impact both prior to, and at, expiry time as I highlighted leading into it. Just check your charts/price action for proof
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