FX options report for Friday 20.07.2018
Apols for not having such a beautiful display as Ryan may have, but that shows who’s the boss…
It’s relative quiet on the options front in major land today. The CAD watchers on CPI and retail sales may take note there about 850M USd expiring 1.3290-1.3310 but seen the importance of the data, I would be surprised that these would be the prime reason we trade around there.
AUDUSD sees about 1.25bln at 0.7400 which we may get a look seen the USD being on the defensive this morning.
USDMXN has 450 big one expiring right on the big 19 and USDZAR 380M right where we are trading now at 13.4650, that’s for the EM watchers.
Last point to note is that downside vols are picking up a notch in JPY land, that comes after Trump’s CNBC interview and Chinese local banks showing their hand capping USDCNH around 4.81 overnight. One month JPY calls are en vogue and the short term 111.50-112 USDJPY puts idem ditto.
In base amounts
EURUSD
1.1550 1.1B
1.1600 700M
1.1650 400M
1.1700 900M
1.1750/60 730M
USDJPY
112.00 230M
112.50 665M
113.00 445M
GBPUSD
1.2725 1.2B
1.3100 280M
1.3185 300M
1.3200 695M
AUDUSD
0.7300/05 450M
0.7325 460M
0.7350/60 440M
0.7400 1.25B
AUDNZD
1.1000 457M
USDCAD
1.3090 260M
1.3290/10 850M
USDMXN
19.00 450M
USDZAR
13.4650 380M
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