Currency Analyst since 2010

Key option levels

FXBAZOOKA.com - Market prices tend to move towards the strike price at the time large vanilla options (ordinary put and call options) expire. It happens (all things equal) as each side of the deal seeks to hedge its risk exposure. This action is most noticeable ahead of 10 a.m. New York time when the majority of options expire (14:00 GMT).

Here are the key options expiring today:

EUR/USD: 1.2500 (EUR 2.4bln), 1.2525 (EUR 569m) 1.2550 (EUR 770m), 1.2580 (EUR 603m), 1.2600 (EUR 1.7bln);

USD/JPY: 117.00 (USD 740m), 117.50 (USD 700m), 118.00 (USD 960m);

USD/CHF: 0.9590 (USD 526m), 0.9600 (USD 320m);

AUD/USD: 0.8550 (AUD 1.13bln), 0.8600 (AUD 1.25bln), 0.8735 (AUD 457m);

USD/CAD: 1.1275 (USD 430m), 1.1320 (USD 216m), 1.1400 (USD 240m);

EUR/GBP: 0.7910 (EUR 550m), 0.7925 (EUR 755m), 0.7980 (EUR 250m), 0.8000 (EUR200m).

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