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May 09 - 05:55 AM

AUD/USD - FX Option Hedging Drives AUD/USD Before Massive Expiries

By Richard Pace  —  May 09 - 03:40 AM
  • AUD/USD traders are talking about option hedging influencing AUD/USD Thurs

  • Early Asia bounce, despite a lack of news, said to have been option related

  • Some huge option strikes do actually expire 10-am New York/3-pm London Thurs

  • A$3.5-billion between 0.6525-50, A$4-billion 0.6600-35 nL1N3HC0E3

  • Those with exposure often cash hedge near strike to neutralise currency risk

  • That hedging typically increases as expiries draw closer

  • AUD/USD options might just offer the best value in G10 FX nL1N3HB0WA

For more click on FXBUZ

Refinitiv IFR Research/Market Commentary


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