FX option expiries for the 10am NY cut - 19 Jan 2018

Author: Mike Paterson | Category: Forex Orders

Here's an update to the larger expiries of note today 19 Jan

Only ones of real interest are in:

  • EURUSD:  1.2200 (EUR 1.7bln) 1.2250 (560m)
Yesterday's expiries on USDJPY and USDCAD certainly had an impact to remind us of how these contracts can play out on p/a. Keep an eye on EURUSD but it seems to have decent protection in place around 1.2230 before we rallied to 1.2296 after breaking 1.2280-85

Currently 1.2258 though with 2 hours to go but no influencing data

Barrier options still in place on:
  • USDJPY:  110.00
  • GBPUSD: 1.4000
Remember these are vanilla options and in play right up until expiry even if breached unlike barrier options which cease to be once broken.

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