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Oct 30 - 05:55 AM
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EUR/USD - Huge EUR/USD Strikes Amid NY Cut Option Expiries - October 30

By Martin Miller  —  Oct 30 - 04:17 AM

• FX options expire at 10am New York / 14:00 GMT on Friday October 30

• EUR/USD: 1.0925 (495M), 1.0975 (600M), 1.1000-05 (477M), 1.1015 (230M), 1.1025 (596M), 1.1045-50 (200M), 1.1075-80 (1.7B), 1.1100 (1.8B), 1.1120-25 (1.1B)

• EUR/USD: 1.1150-55 (5.7B), 1.1160-65 (615M), 1.1170-75 (2.9B), 1.1200-05 (4.6B), 1.1220-25 (896M), 1.1235-40 (448M), 1.1250 (762M), 1.1275-80 (1.1B), 1.1300-05 (1.1B)

• USD/JPY: 153.00-05 (551M), 153.75 (272M), 154.00 (508M), 155.00 (2.2B), 155.40 (1.9B), 155.50 (431M), 156.00 (1.3B), 156.95-157.00 (1.6B), 157.20-25 (329M)

• USD/JPY: 157.47-50 (876M), 157.70-75 (299M), 157.80-85 (870M), 157.95-158.00 (2.2B), 158.05-10 (233M), 158.15-20 (710M), 158.30-35 (418M), 158.50 (203M), 159.30-35 (257M)

• GBP/USD: 1.3000 (241M), 1.3100 (574M), 1.3150 (499M), 1.3200-05 (492M), 1.3250 (262M), 1.3300 (726M), 1.3320-25 (224M), 1.3400 (246M), 1.3500 (533M), 1.3545-50 (238M)

• EUR/GBP: 0.8400 (270M), 0.8500 (270M), 0.8580-85 (887M). EUR/SEK: 11.2500 (384M)

• USD/CHF: 0.8205-10 (512M), 0.8325 (610M), 0.8400 (202M). EUR/CHF: 0.9250 (452M), 0.9275-80 (268M), 0.9350 (641M), 0.9365 (200M)

• AUD/USD: 0.6925 (612M), 0.7000-05 (902M), 0.7010 (275M), 0.7025-30 (1.6B), 0.7050 (463M), 0.7060 (288M), 0.7075-80 (606M), 0.7350 (299M)

• NZD/USD: 0.5550-55 (220M), 0.5620 (207M). AUD/NZD: 1.2300 (1.2B), 1.2325 (412M), 1.2400 (623M), 1.2475 (411M)

• USD/CAD: 1.3725 (201M), 1.3900 (369M), 1.3920-25 (370M), 1.3995-1.4000 (409M), 1.4025-30 (1.2B), 1.4035-40 (796M), 1.4045-50 (325M), 1.4070-75 (292M), 1.4095-1.4100 (503M)

• USD/ZAR: 15.2500 (225M), 16.0000-16.0500 (695M), 16.2000-16.2465 (225M), 16.4925-16.5000 (333M), 16.7500-16.7550 (237M)(Martin Miller is a Reuters market analyst. The views expressed are his own)

Source:
London Stock Exchange Group | Thomson Reuters
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