Here's a note of the larger expiries today 30 Jan

Further to Eamonn's post earlier the only ones of real interest I see so far are in:

  • EURUSD: 1.2245 (EUR 650m) 1.2300 (930m) 1.2365 (990m) 1.2400 (710m)
  • USDJPY: 108.50 (USD 500m) 109.50( 700m) 110.00 (450m)

Wednesday 31 Jan:

  • EURUSD 1.2500 (EUR 3.5bln)

Remember these are vanilla options and in play right up until expiry even if breached unlike barrier options which cease to be once broken.

Barrier option on EURUSD at 1.2600 still in play

For more info on how to use this data, please refer to my post here.

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