Forex option expiries for the 10am NY (14.00 GMT) cut 24 May
- EURUSD: 1.1030 (EUR 371m) 1.1050 (250m) 1.1075 (200m) 1.1100 (220m) 1.1140-50 (1.3bln) 1.1190-00 (260m)
- USDJPY: 110.50 (USD 220m) 111.00 (440m) 111.30-40 (445m) 111.80 (380m) 112.00 (USD 2.46bln) 112.10-20 (332m) 112.50-60 (611m)
- AUDUSD: 0.7420-30 (AUD 436m ) 0.7500-10 (AUD 492m) 0.7525 (215m)
- USDCAD: 1.3400 (332m) 1.3455-60 ( 607m) 1.3500 (270m) 1.3525 (223m) 1.3550 (260m)
- NZDUSD: 0.6970 (NZD215m) 0.7090 (282m)
I highlighted the large ones on Monday so no surprise 112.00 has capped on USDJPY so far. Expect support on EURUSD between 1.1140-50.
Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT on the day even if breached in the meantime, unlike barrier options which cease to be once hit. The actual amounts can change right up to expiry.
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