数据来源: DTCC JIN10.COM 金十数据 |一个交易工具 JIN10.COM 金十图示：北京时间6月30日22:00将有欧元、日元、英镑、瑞郎、加元等外汇期权大单到期，11个行权价10亿以上大单，敬请管 理风险。 | 欧元兑美元 | 32亿欧元 | 1.1650 | | --- | --- | --- | | | 6.53亿欧元 | 1.1675 | | | 24亿欧元 | 1.1700 | | | 6.63亿欧元 | 1.1720 | | | 17亿欧元 | 1.1750 104 | | | 9.56亿欧元 | 1.1775 | | | 14亿欧元 | 1.1800 | | | 9.31亿欧元 | 1.1850 | | | 7.61亿美元 | 142.00 | | | 6.4亿美元 | 143.65 | | | 11亿美元 | 143.85 | | | 6.61亿美元 | 144.00 | | 美元兑日元 | 7.2亿美元 | 145.00 | | | 5.21亿美元 | 145.35 | | | 16亿美元 | 145.50 | | | 6.95亿美元 | 146.00 | | --- | -- ...

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。 | 美元兑日元 | 5.51亿美元 | 145.40-145.45 | | --- | --- | --- | | | 4.6亿美元 | 145.80-145.85 | | | 10.4亿美元 | 146.00 | | | 4亿美元 | 146.15-146.20 | | | 2.75亿美元 | 146.35 0 | | | 4.3亿美元 | 146.50 | | | 5.11亿美元 | 147.00 | | | 20亿美元 | 148.00 | | 欧元兑日元 | 2.11亿欧元 | 167.00 | | | 4.75亿欧元 | 168.00 | | | 2.2亿美元 | 0.8000 | | | 3.17亿美元 | 0.8050 | | 美元兑瑞郎 | 3亿美元 | 0.8070-0.8075 | | | 3.25亿美元 | 0.8125 | | | 3.47亿美元 | 0.8165 | | | 8.22亿美元 | 0.82 ...

Core Insights - A significant number of foreign exchange options are set to expire on June 24, with notable large orders exceeding 1 billion in various currency pairs [1] Group 1: Currency Pairs and Values - The Euro to US Dollar has a total value of 1.5 billion euros at strike prices ranging from 1.1545 to 1.1680 [3] - The Euro to Swiss Franc has a value of 2.5 billion euros at a strike price of 0.9505 [4] - The British Pound to US Dollar has a total value of 8.5 billion pounds at strike prices between 1.3465 and 1.3475 [4] Group 2: Additional Currency Options - The Australian Dollar to US Dollar has a total value of 3.21 billion Australian dollars at a strike price of 0.6450 [5] - The US Dollar to Canadian Dollar has a value of 7.24 billion dollars at a strike price of 1.3775 [5] - The Euro to British Pound has a value of 2.91 billion euros at a strike price of 0.8500 [4]