Here's a note of the larger expiries today 15 Feb
Further to Eamonn's earlier post here's an update:
- EURUSD: Nothing of note
- USDJPY: 107.00 (USD 670m)
- GBPUSD: Nothing of note
- EURGBP: 0.8800 (EUR 630m)
- AUDUSD: 0.7800 (AUD 1.2bln) 0.7880 (410m)
- USDCAD: 1.2550-60 (USD 320m)
- NZDUSD: 0.7325 (NZD 210m)
- EURJPY: 132.75 (EUR 500m)
Nothing to really rattle the scoreboard today.
Yesterday's p/a on EURUSD into expiry time and subsequent rally again demonstrating the potential impact these expiries can have though when large/near enough.
Friday 16 Feb:
- EURUSD: 1.2300 (EUR 2.3bln) 1.2350 (1.4bln) 1.2425 (1.1bln) 1.2500 (1.3bln)
- AUDUSD: 0.7850 (AUD 2.7bln) 0.7950 (1.5bln)
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 currently alive:
- EURUSD: 1.2600
For more info on how to use this all data, please refer to my post here.
Buy the dip on Bitcoin? Five insights from the ASAC Fund.
