These are the close to market levels and large size forex options for expiry today

EUR/USD, euro amounts noted

  • 1.1500 2.1bn
  • 1.1600 744m

USD/JPY, USD amounts

  • 109.50 585m
  • 110.00 379m

GBP/USD

  • 1.3175 GBP amount 469m
  • 1.3250 219m
  • 1.3275 335m

NZD/USD

  • 0.6910 NZD 252m