FX option expiries for the 14.00 GMT cut — 13 March 2018

Here’s the larger option expiries today for the 10.00 EST cut 13 MarchFurther to Eamonn’s earlier post here’s an update:

  • EURUSD:1.2200 (EUR 880m) 1.2350 (360m) 1.2500 (640m)
  • USDJPY: 106.50 (USD 500m) 106.80 (600m) 107.00 (500m) 107.50 (1.6bln)
  • GBPUSD: 1.3870 (GBP 320m)
  • EURGBP: 0.8800 (EUR 305m)
  • USDCAD: 1.2770 (USD 425m) 1.2850 (530m) 1.2900 (260m)
  • AUDUSD: Ntg of note

Thurs 15 March:

  • USDJPY 106.95 (USD 3.5bln)

Option expiry impact has definitely been notable recently but not a lot of real note today. USDCAD the most likely to be affected. USDJPY contracts at 107.50 and 106.95 should cast a shadow and limit range again though.
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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