FX option expiries for the 14.00 GMT cut — 12 March 2018

Here’s the larger option expiries today 12 March Further to Eamonn’s earlier post here’s an update:

  • EURUSD: 1.2200 (EUR 1.85bln) 1.2250-60 (1.4bln) 1.2270 (1.2bln) 1.2300 (1.45bln) 1.2330-40 (1.2bln) 1.2350 (420m) 1.2400 (510m)
  • USDJPY: 106.80 (USD 430m) 107.50 (350m)
  • GBPUSD: 1.3820 (GBP 345m)
  • AUDUSD: 0.7700 (AUD 750m) 0.7820 (340m) 0.7950 (500m)
  • NZDUSD: 0.7300 (NZD 320m)  

Option expiry impact definitely making waves at the moment as we saw after Friday’s US data. Some interest in EURUSD again today but not much else of real note.
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.

Article Source

Добавить комментарий