Expiry of big FX options this week

MOSCOW, May 22 (Reuters) – Below are the parameters of large currency options expiring today in the forex market (expiration time – 17.00 Moscow time):

Monday, May 22

EUR/USD: 1.0705-20 (2.2 billion), 1.0795-1.0800 (400 million), 1.0825-30 (2 billion), 1.0840-50 (1.3 billion)

USD/JPY: 136.00 (1.3 billion), 137.50 (880 million), 138.00 (600 million)

USD/CAD: 1.3500-05 (350 million)

GBP/USD: 1.2450 (254M), 1.2470 (158M), 1.2500 (160M)

NZD/USD: 0.6165 (300 million)

AUD/USD: 0.6650 (230 million)

AUD/JPY: 89.00 (500 million), 92.00 (350 million)

Tuesday, May 23

EUR/USD: 1.0800 (276 million), 1.0900 (434 million)

USD/JPY: 137.00 (291M), 138.00 (700M), 138.25 (225M)

USD/CAD: 1.3400 (475M) 1.3525 (414M), 1.3545 (324M), 1.3600 (1.1B)

USD/CHF: 0.8850 (840 million), 0.8975 (1.5 billion)

EUR/CHF: 0.9600 (275 million), 0.9830 (200 million), 0.9850-60 (300 million)

NZD/USD: 0.6300 (430 million)

Wednesday, May 24

EUR/USD: 1.0750-60 (1 Billion), 1.0830 (390 Million)

USD/JPY: 138.25 (400 million)

USD/CAD: 1.3400 (463M), 1.3600 (285M)

GBP/USD: 1.2350 (300m), 1.2375 (331m)

AUD/USD: 0.6610 (480M), 0.6700 (585M)

Thursday, May 25

EUR/USD: 1.0765 (400M), 1.0790-1.0800 (360M), 1.0830 (265M)

USD/JPY: 138.10 (728 million)

USD/CHF: 0.8925 (300M) m, 0.8950 (505M), 0.9030 (465M), 0.9105 (350M), 0.9125 (202M)

USD/CAD: 1.3410 (250M), 1.3600-05 (710M)

GBP/USD: 1.2300 (280m), 1.2400 (278m), 1.2420-25 (202m)

EUR/GBP: 0.8700 (219 million)

AUD/NZD: 1.0500 (400 million)

Friday, May 26

EUR/USD: 1.0765-70 (750M), 1.0785 (868M), 1.0795-1.0800 (1.6B), 1.0810 (331M), 1.0850 (668M) ), 1.0860-70 (1.1 billion), 1.0880 (700 million), 1.0900 (1.3 billion), 1.1000 (2.3 billion)

USD/JPY: 136.50 (370 million), 140.00 (820 million)

USD/CAD: 1.3375 (1 billion), 1.3395 (234 million), 1.3450 (389 million)

AUD/USD: 0.6600 (303M) 0.6665 (359M)

AUD/JPY: 92.00 (1.1 billion)

NZD/USD: 0.6100 (225 million), 0.6125 (225 million)

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