OPTIONS: FX: Option expiries for today's NY cut 1000ET.
updated
* Euro-dollar; $1.3500(E269mn), $1.3550(E369mn), $1.3600(E161mn),
$1.3650(E215mn)
* Dollar-yen; Y101.00($355mn), Y101.60($100mn), Y102.00($178mn)
* Cable; $1.6925(stg150mn)
* Dollar-Swiss;
Chf0.8850($500mn), Chf0.8890($100mn)
* Aussie-dollar; $0.9400(A$200mn)
* Kiwi; $0.8650(NZ$242mn)
* Dollar-Canada; C$1.0615($240mn), C$1.0700($200mn)(RTRS+DTCC)
CABLE: MNI Fundamental levels (orders, options, technicals),
*$1.7200 Strong offers/Option Barrier
*$1.7185 1.618% swing of $1.6997-1.6693
*$1.7180 Jul2-4 highs/68-mth high
*$1.7172 Jul7 high/Strong offers through to $1.7180
*$1.7168 Jul10 high
*$1.7150-52 Jul 11 high/76.4% $1.7168-1.7099
*$1.7144 Int.Day high Europe, Asia $1.7133
*$1.7113 ***Current market rate 1143GMT Monday
*$1.7106 Int.Day low Europe, Asia $1.7113
*$1.7099 Jul 11 low
*$1.7095-85 Jul9 low-Jul8 low(UK IP-Mfg react)/Stops
*$1.7064 Previous high now strong support
*$1.7055 Stops
*$1.7040/30 Strong demand/$1.7039 61.8% $1.6952-1.7180
*$1.7009-06 Jun30 low-76.4% $1.6952-1.7180
EURO-STERLING: MNI Fundamental levels (orders, options, technicals)
*stg0.8025-40 Interest to fade rallies/Stops above stg0.8060
*stg0.8015 NY high Jun30
*stg0.80075 Jul1 high
*stg0.8000 Medium offers/E1.2500/Stops
*stg0.7980 Jul2 highs/Strong offers/Stops
*stg0.7973-75 Jul3 high/21-dma (capped since Mar)/Stops
*stg0.7969 Jul10 high
*stg0.7967 Int.Day high Europe-NY, Asia stg0.7950
*stg0.7965 ***Current market rate 1203GMT Monday
*stg0.79435 Int.Day low Asia
*stg0.7936 61.8% stg0.7915-69/stg0.7937 Jul 11 low
*stg0.7928-26 76.4% stg0.7915-69/Jul8 low
*stg0.7915 Jul7 low(21-mth low)
*stg0.7913 1.618% swing stg0.7959-0.8034
*stg0.7905-890 Medium demand/stg0.7900 option barrier