FX option expiries for the 10am NY cut — 12 Jan 2018

An update to the expiries board for today — via DTCC

  • EUR/USD: 1.1798 (EUR 356m), 1.1885 (350m), 1.1900 (729m), 1.1925 (787m), 1.1945-50 (2.3bn), 1.1990-00 (3.4bn), 1.2050 (1.3bn), 1.2100 (2.5bn), 1.2180 (296m), 1.2200 (1.1bn)
  • USD/JPY: 108.00 (USD 932m), 110.00-10 (648m), 111.00 (1.1bn), 111.75 (1.4bn), 112.00 (689m), 112.20-25 (592m), 112.50 (381m), 112.60-70 (850m), 112.75-80 (755m), 112.90-00 (1.6bn), 113.15-20 (1.1bn), 113.25-30 (925m), 113.45-50 (993m), 114.00 (861m), 114.45-50 (552m), 115.00 (1.0bn)
  • GBP/USD: 1.3000 (GBP 981m), 1.3140-50 (462m), 1.3500 (616m)
  • USD/CAD: 1.2500 (USD 296m), 1.2625 (715m), 1.2800 (671m)
  • AUD/USD: 0.7800 (AUD 381m), 0.7810 (557m), 0.7815 (1.6bn)
  • EUR/GBP: 0.9000 (EUR 522m)
  • EUR/JPY: 133.05 (EUR 240m), 133.75 (402m)

Not much changes in the levels, only some additional amounts being added to already large levels. The key large ones are highlighted in bold. Though the only two pairs right now that I see are potentially in play are for EUR/USD and USD/JPY — based on current levels.

Also, do note that we’ll have US inflation data due at 1330 GMT also — so that may influence the levels when we get there later on.
The expiries for other pairs don’t look like they may have any impact — though do take note that there’s a large one just below for AUD/USD.
For more info on how to use this data, please refer to this post here.
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