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Thursday, January 04, 2007

FX OPTIONS: EUR/USD 1.3000, 1.3200 & 1.3300 Expiries Today

A quarter-yard+ 1.3000 option strike rolls off at today's 10am EST NY cut (15:00GMT), alongside a 1.3200 EUR call, an estimated half-yard 1.3300 strike, and a E200mn 1.2900 EUR put.

A 1.3640 exotic One Touch option, carrying an estimated E2mn payout, also expires today. An estimated E250mn 1.3100 strike expires tomorrow (Friday, post-NFP), alongside an estimated E500mn 1.3500 strike.

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