FX option expiries for the 14.00 GMT cut -20 March 2018

Author: Mike Paterson | Category: Forex Orders

Here's the larger option expiries today for the 10.00 EST cut 20 March

Further to Eamonn's earlier post here's the update:
  • EURUSD: 1.2250 (EUR 430m) 1.2300 (1.2bln)  1.2350 (1bln) 1.2370 1bln) 1.2400 (530m) 1.2500 (700m)
  • USDJPY: 105.50 (USD 360m) 107.20 (380m)
  • GBPUSD: 1.3975 (GBP (690m) 1.4000 (550m) 
  • AUDUSD:  0.7710-20 ( AUD 1.25bln) 0.7800 (580m)
Option expiry impact has definitely been notable recently. AUDUSD in play today and buy-side interest being defended currently with that move up to 0.7722 from 0.7702. Should be a good battle with strike price so close. EURUSD and GBPUSD in play too.Tomorrow's USDJPY should help provide demand around 106.00 and offers into 107.00

Wed 21 March:
  • EURUSD 1.2250 (EUR 1.3bln)
  • USDJPY  106.00 (USD 3bln) 107.00 (1bln)
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.

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