Forex option expiries for the 10am NY (14.00 GMT) cut 6 June
- EURUSD: 1.1100 ( EUR 2.03bln) 1.1150-60 (840m) 1.1180 (426m) 1.1200 (847m)1.1220-25 (876m) 1.1250-60 (2.243bln) 1.1275 (767m) 1.1300 (734m) 1.1350-60 (367m) 1.1400-10 (1.27bln)
- USDJPY: 109.00 (USD 1.28bln) 109.50 (180m) 110.50-55 (570m) 111.00-10 (1bln)111.50 (366m)
- GBPUSD: 1.2900 (GBP 180m) 1.2940-50 (800m)
- USDCHF: 0.9515 (USD 200m)
- AUDUSD: 0.7375 (AUD 1.34bln) 0.7390-00 (402m) 0.7500 (180m)
- USDCAD: 1.3400 (USD 382m) 1.3470-75 (415m)
- EURJPY 122.50 (EUR 434m)
GBPUSD contracts should limit topside. EURUSD contracts to contain range.
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. The actual amounts can change right up to expiry.
For my latest post on how to use this info click here.
