FX option expiries for the 10am NY cut - 15 Dec 2017

Author: Justin Low | Category: Forex Orders

What's on the board so far today

  • EUR/USD: 1.1700 (EUR 2.6bn), 1.1750 (764m), 1.1800 (2.9bn), 1.1825-30 (911m), 1.1850 (791m), 1.1875 (592m), 1.1900-10 (942m)

  • USD/JPY: 111.60-70 (USD 324m), 112.00 (1.2bn), 112.25-30 (2.0bn), 112.50 (1.4bn), 112.75 (510m), 113.00 (790m), 113.20-30 (594m)

  • GBP/USD: 1.3300 (GBP 929m), 1.3400 (410m), 1.3450-52 (399m)
  • USD/CAD: 1.2750 (USD 345m), 1.2775-80 (605m), 1.2850 (759m), 1.2900 (866m)
  • AUD/USD: 0.7570-80 (AUD 786m), 0.7700 (342m), 0.7740-50 (441m), 0.7800 (1.1bn)
  • NZD/USD: 0.6900 (NZD 335m), 0.7100 (211m)
  • EUR/GBP: 0.8850 (EUR 662m), 0.8900 (596m), 0.9000 (1.3bn), 0.9050 (1.5bn)

Some relatively large ones to take note for EUR/USD and USD/JPY - as their trading levels are nearby. EUR/USD topside could be contained by these levels, while USD/JPY may be centred around the large expiries.

It's a light day calendar-wise, so flow trading could be the more dominant factor today. So, just take note. I'll put up another update later in the day as a reminder and to add in others if there are any to add.

For info on how to use this data, refer to this post here.