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Thomson Reuters
Apr 15 - 06:12 AM
Big USD/JPY, EUR/USD And GBP/USD Option Expiries Pre-Easter
First appeared on eFXplus on Apr 15 - 03:50 AM
  • There are a host of large options in major pairs rolling off before Easter
  • The largest USD/JPY expiry is a $1bln 112.00 strike on Maundy Thursday
  • There is also a $591mn 112.00 expiry for today's 10am ET NY cut
  • EUR/USD expiries this week include a EUR 1.3bln 1.1300 strike Wednesday
  • Thursday's EUR/USD expiries include 1.1320/25 strikes totalling EUR 1.4bln
  • The stand-out GBP/USD expiry this week is a GBP 1.3bln 1.3100 strike Tuesday

USDJPY 112 expiries: Click here

Source:
Thomson Reuters IFR Markets

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