FX option expiries for the 10am NY cut - 20 Dec 2017

Author: Justin Low | Category: Forex Orders

What's on the order board for today's cut

  • EUR/USD: 1.1770 (EUR 478m), 1.1800-10 (1.5bn), 1.1820-25 (364m), 1.1880 (250m), 1.1900 (323m), 1.1940-50 (331m)

  • USD/JPY: 112.00 (USD 601m), 112.60 (650m), 113.00 (612m), 113.25-30 (890m), 113.50 (591m), 113.75-80 (380m), 114.00 (525m), 114.25 (300m)

  • GBP/USD: 1.3445-50 (GBP 226m), 1.3500 (204m)
  • USD/CHF: 0.9850 (USD 120m), 0.9895-00 (291m), 0.9950 (830m)
  • USD/CAD: 1.2750 (USD 297m), 1.2875 (160m), 1.2955-60 (601m), 1.3000 (2.5bn)
  • AUD/USD: 0.7595 (AUD 300m), 0.7700 (206m)
  • EUR/GBP: 0.8800 (EUR 529m), 0.9000 (809m)
Not much happening on the board today. There's some close ones for EUR/USD and USD/JPY (the ones in bold) that may be a factor as a support and resistance respectively. But nothing too substantial apart from that.

USD/CAD has a large one at 1.3000 but I doubt we'll see it come into play.

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