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金十图示:北京时间6月25日22:00将有欧元、日元、欧元兑日元、瑞郎、欧元兑瑞郎、英镑、欧元兑英镑、澳元、纽元、加元等外汇期权大单到期,14个行权价10亿以上大单,敬请管理风险。
news flash·2025-06-25 07:23

Core Viewpoint - A significant number of foreign exchange options with large notional values are set to expire on June 25, 2023, which may impact market dynamics and require risk management considerations [1]. Group 1: Expiration Details - A total of 14 foreign exchange options with notional values exceeding 1 billion are set to expire [1]. - The expiration includes various currency pairs such as Euro, Yen, Swiss Franc, Pound, Australian Dollar, New Zealand Dollar, and Canadian Dollar [1]. Group 2: Notional Values and Strike Prices - Notional values for various currency pairs include: - $824 million for strike prices between 143.45-143.50 [4] - $1.5 billion for strike prices between 143.90-144.00 [4] - $2.21 billion for strike prices at 144.50 [4] - $5.51 million for strike prices between 145.40-145.45 [5] - $20 billion for strike prices at 148.00 [5] - Additional notional values include: - €2.11 million for Euro/Yen at 167.00 [5] - £11 billion for Euro/Pound at 1.3400 [6] - $3.44 billion for Dollar/Canadian Dollar at 1.3700 [7] Group 3: Currency Pair Highlights - Key currency pairs involved in the expirations include: - Euro/Yen, Euro/Pound, Euro/Swiss Franc, and Dollar/Yen [9]. - The expirations may lead to increased volatility in these currency pairs as large positions are settled [1].