FX option expiries for the 10am NY cut - 18 Dec 2017
What's on the order board for today
- EUR/USD: 1.1700 (EUR 316m), 1.1740-45 (221m), 1.1790-00 (616m), 1.1850-60 (423m), 1.1875 (211m), 1.1900 (503m)
- USD/JPY: 112.00 (USD 902m), 112.25-30 (1.7bn), 112.50 (486m), 112.65-75 (715m), 113.00 (466m), 113.35-40 (300m)
- GBP/USD: 1.3350 (GBP 2.2bn), 1.3380 (507m)
- USD/CHF: 0.9965 (USD 360m)
- AUD/USD: 0.7530 (AUD 638m), 0.7590 (242m), 0.7620 (365m), 0.7650 (417m), 0.7700 (AUD 566m)
- NZD/USD: 0.7165 (NZD 240m)
- USD/CAD: 1.2800 (USD 241m), 1.2900 (545m)
- EUR/GBP: 0.8775 (EUR 775m)
- AUD/NZD: 1.0865 (AUD 202m), 1.0950 (321m)
Not a lot of large ones, but do take note that the market liquidity may be a bit thin this week - so the expiries could come into play a little. There are some in USD/JPY to keep the pair underpinned and also one for GBP/USD where we see the upside move stalling around here today at 1.3350.
Other than the two pairs, the others may not really play a factor but are worth noting in any case. More information is always better than less, no?
Anyway, for more info on how to use this data, please refer to this post here.