FX option expiries for the 10am NY cut - 14 Dec 2017
What's on the order board for today
- EUR/USD: 1.1610 (EUR 1.7bn), 1.1700 (1.2bn), 1.1800 (1.0bn), 1.1820 (828m), 1.1860 (728m), 1.1900 (601m)
- USD/JPY: 111.50-60 (USD 396m), 112.00 (754m), 112.40-50 (1.4bn), 112.70 (580m), 113.00 (525m), 113.50 (464m), 114.00 (522m)
- GBP/USD: No signifcant expiries
- USD/CHF: 0.9795 (USD 108m), 0.9915-25 (160m), 1.0000 (301m)
- USD/CAD: 1.2710-15 (USD 310m), 1.2800 (240m), 1.2950 (316m)
- AUD/USD: 0.7620-30 (AUD 574m), 0.7700-10 (408m)
- NZD/USD: 0.6870-80 (NZD 492m)
- EUR/GBP: 0.8805 (EUR 200m)
- AUD/NZD: 1.0950 (AUD 272m)
This is what's on the board so far today. I'll check back again later in the day - likely after the UK retail sales data - if there's more.
Some large ones for EUR/USD that will likely keep the pair contained around 1.1800 - 1.1900. Other pairs, well, not so significant but USD/JPY has one with current levels (112.60) nearby.