Core Viewpoint - A significant number of foreign exchange options with strike prices exceeding 1 billion are set to expire on June 27, 2023, at 22:00 Beijing time, which may impact market volatility and trading strategies [1]. Group 1: Currency Pairs and Values - The following currency pairs have notable option values and strike prices: - Euro to USD: 18 billion euros at 1.1600, 5.7 billion euros at 1.1625, 15 billion euros at 1.1650, 8.88 billion euros at 1.1700, 3.46 billion euros at 1.1725, and 3 billion euros at 1.1750 [3]. - Euro to CHF: 3.9 billion euros at 0.9360 [4]. - GBP to USD: 10 billion GBP at 1.3600 [4]. - AUD to USD: 4.91 billion AUD at 0.6500 and 3.5 billion AUD at 0.6570 [4]. - USD to CAD: 11 billion USD at 1.3645-1.3650 [4]. - USD to JPY: 3.55 billion USD at 144.00 and 7.75 billion USD at 145.00 [5]. Group 2: Expiration Impact - The expiration of these large options may lead to increased volatility in the respective currency pairs, particularly for those with significant values at critical strike prices [1][4].
金十图示:北京时间6月27日22:00将有欧元、瑞郎、欧元兑瑞郎、英镑、欧元兑英镑、澳元、澳元兑纽元、日元、欧元兑日元加元等外汇期权大单到期,6个行权价10亿以上大单,敬请管理风险。
news flash·2025-06-27 07:16