FX option expiries for 23 March 10am New York cut
A look at what is on the board for today
- EUR/USD: 1.1895 (€508m), 1.2000 (€567m)
- USD/JPY: 108.00 ($2.0bn), 108.12 ($1.8bn)
- AUD/USD: 0.7750 (A$1.3bn)
- EUR/GBP: 0.8600 (€556m), 0.8625 (€490m)
- AUD/NZD: 1.0790 (A$1.6bn)
- AUD/JPY: 83.15 (A$487m)
A couple of key ones to take note of, as highlighted in bold.
That said, they are all quite some distance away from current spot prices. In particular, the large expiry for AUD/USD at 0.7750 lines up together with the key hourly moving averages so that provides an additional layer to cap price action.
But given how risk sentiment and the kiwi is indirectly dragging the currency lower so far today, that might not come into play before the expiries roll off later.
Here's what else is on the agenda for the week:
- 1.1800 (€928m) 25/3
- 108.00 ($1.2bn) 24/3
- 109.30 ($1.1bn) 25/3
- 1.2505 ($700m) 25/3
- 0.7765 (A$1.7bn) 26/3
- 0.8550 (€800m) 25/3
- 0.8600 (€896m) 25/3
For more information on how to use this data, you may refer to this post here.