The US is on holiday so the market will thin out once London goes offline.
The option calendar is also somewhat active and that could drive some moves.
- USDJPY 114.00 (USD 400m) 117.00 (USD 600m) 118.50 (USD 390m)
- EURUSD 1.1700 (EUR 335m)
- GBPUSD 1.5340 (USD 195m)
- USDCHF 0.9160-70 (USD 800m)
- AUDUSD 0.7980 (AUD 450m) 0.8250 (AUD 325m)
- NZDUSD 0.7780 (NZD 200m) 0.7900 (NZD 221m)
- USDCAD none
Note that tomorrow about $1.5 billion in EUR/CHF options run off. There’s gotta be a lot of joy/pain on those.
