Forex option expiries for Thursday and Friday

Forex options for expiry at 1400GMT on 14 November 2018 

Forex options expiries today, these the not too far away from spot by and of size, for the 10am NY cut

Forex options expiry for Monday #da12 November 2018 is here 

Forex options set to expire today, the large and close to spot:

A big surge for the USD overnight is the background, sent AUD/USD to US time lows circa 0.7250 (just under)

• We had a small drift back up in morning trade here in Asia, day-trade (and other shorter term) buyers the interest
• RBA statement catalysed some bailing out, there wasn't much in it. The projections that were altered were all a touch more optimistic but if anything it was  a 'sell the fact' response from the market.

FX option expiry info for the 10am New York cut today

• 1.1300 euro amount 941m 
• 1.1340 931m 
• 1.1350 934m 
• 1.1375 1.3bn 
• 1.1400 2.5bn 
• 1.1410 674m 
• 1.1425 3.6bn 
• 1.1500 6.5b 

• 112.50 USD amount 493m 
• 112.70 651m 
• 112.90 385m 
• 113.00 1.5bn 
• 113.25 488m 
• 113.50 774m 
• 113.60 1.3bn 
• 113.75 415m 
• 114.00 1.2bn 
• 114.20 571m 
• 114.50 949m 
• 115.00 387m 

• 1.2900 GBP amounts 214m 
• 1.2940 270m 
• 1.3000 239m 
• 1.3090 348m 
• 1.3135 300m 
• 1.3180 358m 
• 1.3200 336m 

• 0.7195 600m 
• 0.7200 2.8bn 
• 0.7275 1.6bn 
• 0.7300 989m 

• 1.3300 $ 540m 

• 0.6650 NZD 921m 

• 0.8650 EUR 523m 
• 0.8690 445m
  

Post is here for today's FX options expiries;

• FX option expiries for Thursday 8 November 2018 - 10am NY cut
  

• 1.1375 1.2bn
• 1.1400 2.1bn
• 1.1425 2.9bn
• 1.1450 1.1bn
• 1.1541 1.3bn

• 112.00 1.0bn USD amount
• 113.00 1.2bn

• 0.7200 AUD 2.8bn
• 0.7275 AUD 1.4bn

• 1.1450 1.1b Nov. 12

• 112.00 2.4bn 

Forex options expiring today, close by of size

• 1.1417 596m 
• 1.1600 2.7bn

• 113.00 395m 
• 113.25 1.1bn 
• 113.75 865m 
• 114.00 520m 

• 0.7200 AUD 1.5bn

• 0.6725 NZD 303m 
• 0.6800 NZD1.0bn
  

I posted forex option expiries earlier here:

• Forex options expiring Tuesday 6 November 2018
  

• 1.1300 1.2bn eur
• 1.1500 1.6bn 

• 0.7200 AUD 1.0bn

For the cut at 10 NY time (1500GMT)

• 1.1380 EURO 569m

• 112.00 USD 358m 
• 112.10 370m 
• 112.50 620m 
• 112.85 480m 
• 113.00 394m 
• 113.25 620m 

• 1.2925 GBP 1.1bn 
• 1.3000 GBP 582m

• 0.7145 AUD 502m 

• 0.6750 NZD 252m
  

I posted forex option expiries for today here earlier

• FX option expiries for Monday 5 November 2018 at the 10am NY cut
  

Monday Nov 5

EUR/USD

• 1.1300 1.2bn euro
• 1.1500 1.6bn euro 

Tuesday Nov 6

• strike 1.2900, amount 360m GBP

These for the close to spot & of size forex option expiry

The Commitments of Traders CFTC futures forex positioning data for the week ending Tuesday, Oct 30, 2018:

It's the best month of the year for the dollar index

The US dollar had a terrible start to November as it was beaten up across the board on November 1 with particular weakness against AUD, NZD and GBP.

But the dollar bulls might yet have the last laugh. Or at least they will if the recent seasonal patterns hold up.

Over the past decade, November has been the best month for the US dollar index, averaging a climb of 1.46% in that time and climbing in 8 of the past 10 years.

The dollar is particularly strong in November against the euro, New Zealand dollar, Swiss franc and yen.

November seasonals weakness in AUD

I'm a bit late to the party this month but I'll have a look at November seasonals up shortly. One thing to note is that it's a tough month for the Australian dollar. AUD/USD is down in 8 of the past 11 years and the average decline over the past decade is 1.4% -- the third worst month on the calendar.

As for October seasonals, I thought they might have been sour because of the wild swings in markets but they were bang on for the forex market. Here's what I wrote at the start of October.

ForexLive

A look at what's on the board today

• EUR/USD: 1.1300 (EUR 1.5bn), 1.1325 (3.3bn), 1.1350-55 (1.5bn), 1.1370-80 (1.4bn), 1.1400 (3.1bn), 1.1448-50 (1.0bn), 1.1460 (613m), 1.1500 (713m)

• USD/JPY: 111.55 (USD 1.7bn), 111.90-00 (1.2bn), 112.30 (1.4bn), 112.45-55 (960m), 113.50 (1.3bn)

• USD/CAD: 1.2925 (USD 432m), 1.3000 (440m), 1.3050 (325m)
• USD/CHF: 1.0025 (USD 375m)

What's on the options board today

• EUR/USD: 1.1350 (EUR 422m), 1.1400 (2.1bn)
• GBP/USD - nothing notable nearby
• USD/JPY: 112.50 (USD 400m), 113.54-80 (520m)
• USD/CAD: 1.3160 (USD 300m)
• AUD/USD: 0.7200 (AUD 1.13B)
• EUR/GBP - nothing notable nearby

We're right at that huge expiry in EUR/USD, which is running off in about 90 minutes.

It's been an impressive bounce from support in EUR/USD, coming right at the August bottom.

ForexLive

Welcome to month end

Huge flows appear to be driving down USD/JPY to 112.85 from a high of 113.39. The last 30 pips of the move is clearly selling pressure into the month-end London fix.

A look at what's on the board today

A look at what's on the board today

• EUR/USD: 1.1300 (EUR 637m), 1.1350 (1.5bn), 1.1400 (593m), 1.1475-80 (745m), 1.1500 (1.6bn)

• USD/JPY: 111.25-35 (USD 1.0bn), 112.00 (885m), 112.50-60 (703m), 112.65-75 (2.3bn)

What's running off at 10 am in New York

USD/JPY (spot 112.16)

• 111.15 (200m)
• 112.50 (100m)
• 113.00 (550m)
• 113.06 (140m)
• 113.30 (110m)

EUR/USD (spot 1.1369)

• 1.1300 (371m)
• 1.1350 (625m)
• 1.1375 (220m)
• 1.1400 (220m)
• 1.1455 (436m)

GBP/USD (spot 1.2821)

• 1.2900 (194m)

AUD/USD (spot 0.7035)

• 0.7080 (602m)

NZD/USD (spot 0.6485)

• 0.6615 (425m)

USD/CHF

• Nothing notable

USD/CAD (spot 1.3112)

• 1.3025/30 (350m)
• 1.3200 (400m)

There's nothing too interesting there but the big one at 0.7080 in AUD/USD which could spark a comeback.

ForexLive

Forex option expiries for October 22, 2018:

• EUR/USD: 1.1400 (EU909m), 1.1500 (EU1.6b), 1.1550 (EU523m)
• USD/JPY: No significant strikes nearby
• GBP/USD: 1.3000 (GBP209m), 1.3080 (GBP212m)
• AUD/USD: No significant nearby strikes
• NZD/USD: 0.6550 (NZD307m)
• USD/CAD: 1.2400 (CAD640M)
• EUR/GBP: 0.8700 (EU640m), 0.8800 (EU1.3b)
  

Reminder, these roll off at 10 am New York time.

I posted the FX option expiries for Friday here:

• Forex options for expiry Friday 19 October 2018
  

These for today's 10 am NY time cut