FX option expiries for the 14.00 GMT cut - 16 March 2018
Here's the larger option expiries today for the 10.00 EST cut 16 March
Further to Eamonn's earlier post here's the update:
- EURUSD: 1.2200 (EUR 800m) 1.2300 (2.8bln) 1.2330 (500m) 1.2350 (1.4bln)1.2450 (750m)
- USDJPY: 105.50 (USD 440m) 105.80 (660m) 106.00-10 (USD 1.7bln)106.30 (600m)106.50 (600m) 106.60 (500m)
- GBPUSD: Ntg of note
- EURGBP: 0.8850 (EUR 310m)
- AUDUSD: 0.7700 (AUD 920m) 0.7750 (400m) 0.7800 (520m) 0.7850 (270m)
- USDCAD: 1.2900 (USD 470m) 1.2950 (300m) 1.3000 (210m)
- NZDUSD: 0.7380 (NZD 480m)
Option expiry impact has definitely been notable recently and no different today. EURUSD pinned between 1.2300-50 interest. USDJPY contracts at 106.00 and above helping to add to the general sell interest.
Remember these are vanilla options and in play right up until expiry even if breached in the meantime unlike barrier options which cease to be once broken. Barrier Options still live:
- EURUSD 1.2600
- USDJPY 105.00 104.00
For more info on how to use this all data, please refer to my post here.