FX option expiries for the 10am NY cut - 21 Dec 2017
What's on the board for today
- EUR/USD: 1.1800-10 (EUR 558m), 1.1835-40 (408m), 1.1850 (711m), 1.1865-70 (861m), 1.1880 (534m), 1.1900-10 (1.0bn)
- USD/JPY: 112.00 (USD 1.3bn), 112.10-12 (1.6bn), 112.60 (316m), 113.00 (USD 779m), 114.00 (360m)
- GBP/USD: 1.3300 (GBP 322m), 1.3325-35 (245m), 1.3425 (204m)
- USD/CHF: 0.9900 (USD 190m), 0.9945-50 (455m), 1.0000 (354m)
- USD/CAD: 1.2835 (USD 116m), 1.2930 (610m), 1.3000 (670m)
- AUD/USD: 0.7600-05 (AUD 1.1bn), 0.7625 (300m), 0.7670 (303m)
- NZD/USD: 0.6900 (NZD 266m)
- AUD/NZD: 1.0935 (AUD 191m), 1.0945 (209m)
- EUR/GBP: 0.8860 (EUR 126m), 0.8875-80 (240m)
Not many significant ones on the board for today. The large ones are highlighted in bold.
EUR/USD has some large ones that may be a factor in the price action to keep in contained between a range - but others are likely not a factor when it comes to price action to be fair.
The ones for USD/JPY and AUD/USD are a bit far off from current levels to be significant - but good to take note just in case.
For more info on how to use this data, please refer to this post here.