Here's the larger option expiries today 2 March

Further to Eamonn's earlier post here's an update:

  • EURUSD: 1.2120 (EUR 1.75bn) 1.2150 (3.7bn) 1.2200 (1bn) 1.2250 (3.2bn)
  • USDJPY: 105.00 (USD 760m) 106.75 (780m) 107.00 (670m) 107.25 (1.75bn)
  • GBPUSD: 1.3700 (GBP 460m) 1.3800 (750m) 1.3900 (370m)
  • EURGBP: 0.8850 (EUR 300m)
  • USDCHF: 0.9350 (USD 430m) 0.9400 (330m)
  • USDCAD: 1.2600 (USD 1.3bn) 1.2700 (750m) 1.2730 (680m) 1.3000 (800m)
  • AUDUSD: 0.7700 (AUD 440m) 0.7750 (365m) 0.7800 (AUD 620m)

Mon March 5

  • USDJPY: 105.50 USD 2.2bn

Tues March 6

  • EURUSD: 1.2100 EUR 2.0bn 1.2300 1.6bn
  • USDJPY: 105.50 USD 1.9bn 107.00 2.2 bn

EURUSD interest very much in play today as we've been highlighting and helping to underpin the euro yesterday at 1.2150 as well. GBPUSD seemingly being capped by the 1.3800 interest too

Remember these are vanilla options and in play right up until expiry even if breached in the meantime unlike barrier options which cease to be once broken. EURUSD barrier at 1.2600 still but not in play.

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