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Friday, December 22, 2006

FX OPTIONS: EUR/USD Large 1.3200 Expiry Tomorrow

A large 1.3200 plain-vanilla option rolls off at tomorrow's pre-Xmas 10am EST NY cut (Friday, 15:00GMT), alongside a 1.3000 strike. Looking ahead to next week: 1.3000, 1.3100, 1.3125/35, 1.3300/10, 1.3350, 1.3400/10, 1.3450, and 1.3500 strikes expire on Wednesday (Dec 27), as does a E5mn payout 1.3500 exotic One Touch option. Large 1.3100 and 1.3400 strikes roll off at the year-end NY cut (Dec 29).

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