FX option expiries for 30 March 10am New York cut

Author: Justin Low | Category: News

A look at what is on the board for today

  • EUR/USD: 1.1740 (€693m), 1.1800 (€503m)
  • USD/JPY: 109.00 ($700m), 109.75 ($495m)
  • GBP/USD: 1.3910 (£530m)
  • AUD/USD: 0.7640 (A$839m), 0.7700 (A$810m)
Not much relevant ones to take note of in the day ahead but keep an eye on the larger expiries set to roll off tomorrow amid the month-end and quarter-end period.

In particular, there are quite a number of sticky ones for EUR/USD and EUR/GBP close to the current spot levels, so that might be an attraction factor in the sessions ahead.

Besides that, the large ones sitting at and just above 110 for USD/JPY may keep a lid on price action as buyers are looking to try and push the agenda amid higher yields today.

Here's the rest of the list for the days ahead:

EUR/USD
- 1.1750 (€1.1bn) 31/3
- 1.1775 (€933m) 31/3
- 1.1800 (€1.2bn) 31/3
- 1.1850 (€1.3bn) 31/3
- 1.1900 (€1.8bn) 31/3
- 1.1925 (€1.3bn) 31/3

USD/JPY
- 110.00 ($1.2bn) 31/3
- 110.15-20 ($1.0bn) 31/3

GBP/USD
- 1.3800 (£921m) 31/3

USD/CHF
- 0.9250 ($660m) 31/3

USD/CAD
- 1.2500 ($837m) 31/3
- 1.2650 ($780m) 31/3
- 1.2450 ($1.5bn) 1/4
- 1.2600-05 ($1.1bn) 1/4

AUD/USD
- 0.7500 (A$1.3bn) 31/3
- 0.7650 (A$753m) 31/3
- 0.7700 (A$987m) 31/3

EUR/GBP
- 0.8515-25 (€1.0bn) 31/3
- 0.8540-50 (€1.1bn) 31/3
- 0.8600 (€1.3bn) 31/3

AUD/JPY
- 84.45 (A$782m) 31/3
- 85.85 (A$664m) 1/4

EUR/AUD
- 1.5450-60 (€696m) 31/3

For more information on how to use this data, you may refer to this post here.
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