Will Patrick at the CME points out that today (Friday June 4) is the monthly FX options expiry day on the CME and that the exchange has a few notable strikes rolling off. Note that “the majority are rolling off at 2pm Chicago, which is 3pm NY, 8pm London” as opposed to the 10am NY OTC market cut.
The two biggest strikes are:
2pm Chicago 1.2200 puts in €1.5 billion
2pm Chicago 1.1850 puts in €1.5 billion.
The 1.22s
Access intelligence that drives action
To unlock this research, enter your email to log in or enquire about access
