FX option expiries for the 14.00 GMT cut - 14 March 2018
Here's the larger option expiries today for the 10.00 EST cut 14 March
- EURUSD:1.2300 (EUR 510m) 1.2350 (450m) 1.2400-10 (1bln) 1.2550 (1bln)
- USDJPY: 106.00 (USD 1.85bln) 106.50 (480m) 107.00 (960m) 107.25 (430m)
- GBPUSD: 1.3820 (GBP 300m) 1.4000 (300m)
- EURGBP: 0.8800 (EUR 305m)
- AUDUSD: 0.7800 (AUD 1.2bln) 0.7850-60 (560m) 0.7880 (520m) 0.7900 (500m)
- NZDUSD: 0.7270 (NZD 255m)
- EURCHF: 1.1680 (EUR 340m)
Thurs 15 March:
- USDJPY 106.95 (USD 3.6bln)
Option expiry impact has definitely been notable recently. EURUSD 1.2400 interest helping to cap already. AUDUSD having impact too. Tomorrow's USDJPY interest will help cap rallies as I warned yesterday.
Remember these are vanilla options and in play right up until expiry even if breached in the meantime unlike barrier options which cease to be once broken. Barrier Options still live:
- EURUSD 1.2600
- USDJPY 105.00 104.00
For more info on how to use this all data, please refer to my post here.