FX option expiries for the 10am NY cut - 15 Dec 2017

Author: Justin Low | Category: Forex Orders

What's on the board so far today

  • EUR/USD: 1.1700 (EUR 2.6bn), 1.1750 (764m), 1.1800 (2.9bn), 1.1825-30 (911m), 1.1850 (791m), 1.1875 (592m), 1.1900-10 (942m)

  • USD/JPY: 111.60-70 (USD 324m), 112.00 (1.2bn), 112.25-30 (2.0bn), 112.50 (1.4bn), 112.75 (510m), 113.00 (790m), 113.20-30 (594m)

  • GBP/USD: 1.3300 (GBP 929m), 1.3400 (410m), 1.3450-52 (399m)
  • USD/CAD: 1.2750 (USD 345m), 1.2775-80 (605m), 1.2850 (759m), 1.2900 (866m)
  • AUD/USD: 0.7570-80 (AUD 786m), 0.7700 (342m), 0.7740-50 (441m), 0.7800 (1.1bn)
  • NZD/USD: 0.6900 (NZD 335m), 0.7100 (211m)
  • EUR/GBP: 0.8850 (EUR 662m), 0.8900 (596m), 0.9000 (1.3bn), 0.9050 (1.5bn)

Some relatively large ones to take note for EUR/USD and USD/JPY - as their trading levels are nearby. EUR/USD topside could be contained by these levels, while USD/JPY may be centred around the large expiries.

It's a light day calendar-wise, so flow trading could be the more dominant factor today. So, just take note. I'll put up another update later in the day as a reminder and to add in others if there are any to add.

For info on how to use this data, refer to this post here.

By continuing to browse our site you agree to our use of cookies, revised Privacy Notice and Terms of Service. More information about cookiesClose