Forex options expiring at the 10am (14.00 GMT) New York cut 01 June 2018
Another very large expiry in EURUSD at 1.1700. 4.66bn rolling off, 3bn of which are puts. Add in the 756m at 1.1710/20 and that’s 5.42bn close together. There’s also a barrier at 1.1500.
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