eFXdata | EUR/USD - Heads A Packed Option Expiry Calendar

By Richard Pace — Jul 22 - 01:50 AM

• FX option strikes expire at 10am New York/14:00 GMT on Wednesday July 22

• EUR/USD: 1.1350-60 (802M), 1.1375-85 (1BLN), 1.1395 (450M), 1.1400 (3.6BLN), 1.1430 (430M), 1.1455-65 (583M)

• USD/CHF: 0.8065-75 (1BLN), 0.8100 (292M), 0.8200 (267M)

• EUR/GBP: 0.8500 (247M), 0.8550-60 (290M). GBP/USD: 1.3500-05 (364M)

• AUD/USD: 0.6900 (1.8BLN), 0.6975-80 (448M), 0.7040-45 (610M)

• NZD/USD: 0.5825 (352M), 0.5840 (380M). AUD/NZD: 1.2000 (300M)

• USD/CAD: 1.4075 (666M), 1.4100 (210M), 1.4115-25 (502M)

• USD/JPY: 162.50 (1BLN), 163.00 (2BLN), 163.50 (895M), 163.75 (400M)

• AUD/JPY: 113.50 , 114.00 (546M)

• Tuesday's FX options wrap - How low can vol premiums go? (Richard Pace is a Reuters market analyst. The views expressed are his own)

Source:

London Stock Exchange Group | Thomson Reuters

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