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Thursday, November 30, 2006

FX OPTIONS: EUR/USD Huge 1.3000 Expiry Tomorrow

An estimated E1.4bn 1.3000 option strike rolls off at tomorrow's 10am EST NY cut (Thursday, 15:00GMT), alongside 1.3100 and 1.3300 strikes. More 1.3000 and 1.3100 strikes expire on Friday.
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