Forex option expiries for the 10am NY (14.00 GMT) cut 12 May
- EURUSD:1.0700 (EUR 882m) 1.0750 (634m) 1.0780 (563m) 1.0800 (641m) 1.0830-40 (1.1bln) 1.0845-50 (915m) 1.0880-90 (877m) 1.0900 (1.28bln) 1.0930 (435m) 1.0950 (1.7bln) 1.1000 (2.9bln) 1.1050-60 (4.1bln)
- USDJPY: 112.60-70 (USD 505m) 113.90-114.00 (805m) 115.00 (825m)
- GBPUSD: 1.2900 (GBP 445m) 1.2930-40 (456m) 1.3000-05 (434m)
- EURGBP: 0.8300 (EUR 940m) 0.8370 (239m) 0.8425 (204m)
- AUDUSD: 0.7400 (AUD 420m) 0.7450 (388m) 0.7500 (350m)
- NZDUSD: 0.6950 (NZD 489m) 0.6975 (270m)
- USDCAD: 1.3700 (USD 555m) 1.3725 (375m)
- EURJPY: 123.00 (EUR 438m) 125.00 (247m)
Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT on the day even if breached in the meantime, unlike barrier options which cease to be once hit.
For my latest post on how to use this info click here.
