Updated.
- USDJPY 118.00 (USD 1bln) 118.50 (USD 608m) 119.00 (USD 320m) 119.50 (USD 700m) 120.00 (USD 1.8bln)
- EURUSD 1.2000 (EUR 2.3bln) 1.19 (640m)
- GBPUSD none
- AUDUSD none
- USDCHF 1.0000 (USD 285m)
- USDCAD 1.1700 (USD 1.5bln)
- EURGBP 0.7825 (EUR 911m)
It’s thin with most hedging aiming for year-end rather than the first week of the new year. There are EUR/USD expiries at 1.20 every day this week, including nearly $4b on Friday.
