FX option expiries for the 15.00 GMT cut — 9 March 2018

Here’s the larger option expiries today 9 MarchFurther to Eamonn’s earlier post here’s an update:

  • EURUSD: 1.2100 (EUR 770m) 1.2150 (460m) 1.2200 (1.8bln) 1.2250 (550m) 1.2280 (1.1bln) 1.2300 (1.8bln) 1.2320 (680m) 1.2350 (2.2bln) 1.2450 (2.4bln) 1.2500 (1.7bln)
  • USDJPY: 105.80 (USD 420m) 106.00 (350m) 106.50 (USD 1.2bln) 107.00 (4.5bln)
  • GBPUSD: 1.3920 (GBP 230m) 1.4000 (150m)
  • AUDUSD: 0.7780 (AUD 230m) 0.7820 (430m)
  • NZDUSD: 0.7200 (NZD 300m)
  • USDCAD: 1.2810-20 (USD 1.1bln) 1.3000 (1.6bln)

Option expiry impact definitely making waves at the moment and plenty of focus today again across a few pairs. EURUSD contracts will help contain range. USDJPY 106.50 and 107.00 interest too .We highlighted the key expiries again yesterday and  I warned of their potential impact. Did you keep EURUSD in mind through ECB fallout and did you all sell USDJPY into 107.00? Don’t say you weren’t forewarned.
Monday March 12

  • EURUSD: 1.2475 EUR 1.1bn

Remember these are vanilla options and in play right up until expiry even if breached in the meantime ( through NFPs for example) 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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