FX option expiries for the 10am NY cut - 5 Jan 2018
What's on the board for today's cut - by the DTCC
Further update to Eamonn's post earlier here.
- EUR/USD: 1.1700 (EUR 819m), 1.1800 (263m), 1.1825 (170m), 1.1850 (738m), 1.1895-10 (834m), 1.1950 (306m), 1.2000 (595m), 1.2075-80 (523m)
- USD/JPY: 112.00-10 (USD 218m), 112.50 (260m), 113.00-10 (565m), 115.00 (325m)
- GBP/USD: 1.3400 (GBP 235m), 1.3450 (149m)
- USD/CHF: 0.9815 (USD 180m), 1.0200 (300m)
- USD/CAD: 1.2500 (USD 362m), 1.2510-20 (372m), 1.2525-30 (150m), 1.2600 (229m), 1.2625 (256m), 1.2700 (1.2bn)
- AUD/USD: 0.7830-39 (AUD 137m)
- NZD/USD: 0.6950 (NZD 262m)
Large ones are highlighted in bold. In terms of significance, none of the larger ones are close to current levels to be fair. USD/JPY has one medium-sized one at 113.00-10 nearby current trading levels, but the size is mixed around the figure to 10 levels, so not really one which holds a significant impact.
A pretty thin board on a NFP day, but it's only the start of the year. Other expiries shouldn't be of any significance in terms of affecting price action based on their sizes.
For more info on how to use this data, please refer to this post here.