FX option expiries for the 10am New York cut on Friday, 8 July 2022 (not much!)

There are plenty about, but most of them are multiple big figures away so I have binned them. Those that may be of interest:

  • USD/JPY: 135.00 USD1.12bn
  • AUD/USD: 0.7100 AUD2.15bn
  • USD/CAD: 1.2800 USD771mn
  • EUR/GBP: 0.8585 EUR328mn

AUD/USD @ 0.7100 is a huge stretch. Perhaps USD/JPY might be interesting. NFP day might throw a surprise.

For more information on how to use this data, you may refer to this post here.

Goldman Sachs are looking for nonfarm payrolls to be up 225k in February while the unemployment rate
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