Major EUR/USD options sell out after jobs report – a look at today’s FX options
The US dollar continues to lose value ahead of today’s nonfarm payrolls report. This helped EUR/USD rise to 1.0558.
For the NY section at 10 am, there are very large maturities today in both the 1.0650 and 1.0450 ranges.
It’s not just euro options expiry that’s notable, with some major Aussie numbers falling, particularly at 0.6400; This will definitely have an impact on AUD/USD trading at 0.6365.
Detail:
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EUR/USD: 1.0450 (3.4B), 1.0500-10 (2.5B), 1.0550-60 (2.7B) 1.0575-80 (1.2B), 1.0600 (900M) ), 1.0640-50 (3.4B), 1.0685 (2.8B) )
- USD/CHF: 0.9030 (800 million), 0.9160 (600 million), 0.9250 (300 million)
- EUR/GBP: 0.8610 (350 million), 0.8785 (400 million)
- GBP/USD: 1.2100 (400 million), 1.2175 (814 million), 1.2200 (850 million), 1.2225 (1B) 1.2250 (485 million)
- AUD/USD: 0.6300 (1.5B), 0.6350 (700M), 0.6380-85 (1.3B) 0.6390-0.6400 (4.3B)
- NZD/USD: 0.5880-90 (640 million), 0.5940 (200 million), 0.5990-95 (600 million)
- USD/CAD: 1.3625 (1.5 Billion), 1.3665 (680 Million), 1.3750 (340 Million)
- USD/JPY: 148.75 (360 million) 149.00 (895 million), 149.35-50 (2.5 BLN), 150.00 (2.1 BLN)
