eFXdata reports that analysts at Citi flag a scope for a negative surprise from the NFP September print on Friday.

"Risks are asymmetrically skewed for a weaker NFP print on Friday. Should there be a negative print, the Fed’s taper timeline needs to be reconsidered, which is likely to drive an unwinding of some recent US fixed income shorts and USD longs."

"The markets are not pricing in much risk of a volatile Friday; therefore, short-dated USD/JPY puts look cheap."