A source has told me that 1.3300 and 1.3325 option strikes traded at 7.5 pct for a next Tuesday expiry date (Dec 5) earlier today. The 1.3300 level also holds exotic exposure.
ATM-wise: the 6-mth is currently 7.63/7.83, having reportedly traded at 7.775 pct earlier today. The 6-mth expiry date is Friday June 1, according to FENICS FX 2002.
No comments:
Post a Comment