FX Strikes

April 30th, 2014 10:34 am | by John Jansen |

Via a fully paid up subscriber:

The bulk of the strikes in EURUSD rolling off tomorrow morning are between 1.3800-1.3850 with ~2.5-3bn at those levels according to DTCC data

USDJPY strikes are a lot more evenly spread out with about 2-3bn on the 102handle (the bulk of which is 102.0-102.5 but there is ~1.5-2bn circa 103.0-103.25 and close to 2b 101.50-101.75

There are some bits and bobs elsewhere too but nothing near as big as what we have in EURUSD and USDJPY for instance there is ~500 rolling off 1.1030-50 about 350mln of 142.00s in EURJPY and

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