FX option expiries for the 10am NY cut - 18 Jan 2018
Here's an update to the expiries board for today 18 Jan
- EURUSD:1.2000 (EUR 2.4bln) 1.2100-05 (781m) 1.2180 (560m) 1.2200 (570m) 1.2220 (780m) 1.2300 (630m)
- USDJPY:110.80 (USD 1.5bln) 111.00-05 (1.6bln) 112.50 (705m)
- USDCAD: 1.2400 (USD 570m), 1.2460 (780m)
- NZDUSD:0.7025 (NZD 2.0bln)
- EURGBP: 0.8765 ( EUR 870m) 0.8650 ( 860m)
A cluster of EURUSD might help contain range even if not individually too large. We've been highlighting the USDJPY interest all week so you should have been aware and it probably lending demand to recent moves. USDCAD in play too.
Remember these are vanilla options and in play right up until expiry even if breached meanwhile, unlike barrier options which cease to be once broken.
For more info on how to use this data, please refer to this post here.