Here's the latest on today's notable expiries for the 14.00 GMT cut 15 Sept
- EURUSD: 1.1750 (EUR 385m) 1.1800 (380m) 1.1900 (1.87bln) 1.2000 (2.2bln)
- USDJPY: 108.20 (USD 570m) 109.00 (340m) 109.50 (360m) 110.00 (1.15bln) 110.50 (950m) 110.60 (765m)
- GBPUSD: 1.3200 (GBP 1.83bln) 1.3400 (210m)
- EURGBP: 0.8950 (EUR 435m)
- AUDUSD: 0.8050 (AUD 350m) 0.9050 (300m) 0.9075 (240m)
- NZDUSD: 0.7275 (NZD 385m)
- USDCAD: 1.2200 (USD 825m)
Quite a bit in play again today. I highlighted the large 1.3200 cable expiries yesterday and somebody will be mightily relieved to see cable bounce from 1.3150 to 1.3450!
Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT even if breached in the meantime, unlike barrier options which cease to be once hit. The actual amounts can change right up to expiry.
For my latest post on how to use this info click here.
