FX option expiries for the 10am NY cut - 28 Dec 2017

Author: Justin Low | Category: Forex Orders

What's on the board for today's cut

An update from Eamonn's post earlier today here.

  • EUR/USD: 1.1800 (EUR 1.1bn), 1.1810-15 (478m), 1.1850 (403m), 1.1865 (313m)
  • USD/JPY: 112.00 (USD 517m), 112.50 (435m), 113.00 (1.8bn), 113.50 (3.5bn), 113.75 (250m)
  • GBP/USD: 1.3300 (GBP 188m), 1.3425 (274m), 1.3500 (825m), 1.3600 (370m)
  • USD/CHF: -
  • USD/CAD: 1.2650 (USD 280m)
  • AUD/USD: 0.7750 (AUD 301m), 0.7800 (297m), 0.7850 (321m)
  • NZD/USD: -

Some large significant expiries for USD/JPY close to current trading levels. That could potentially keep the pair a little sticky around the 113.00 level. Meanwhile, EUR/USD has a large one but it's rather far away from current levels.

Cable has a bit of a bigger one at 1.3500, but the pair has already advanced 48 pips on the day, and the high for the day is at 1.3457 - so it may be a bit far off, but good to take note just in case.

Other pairs are relatively insignificant in terms of size to really have an impact.

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