FX option expiries for the 15.00 GMT cut - 6 March 2018
Here's the larger option expiries today 6 March
Further to Eamonn's earlier post here's an update:
- EURUSD: 1.2100 (EUR 2.0bn) 1.2175 (670m) 1.2220 (1bln) 1.2250 (700m) 1.2300 1.7bn
- USDJPY: 105.50 (USD 2.4bn) 107.00 (2.3 bn)
- GBPUSD: 1.4000 (GBP 255m)
- NZDUSD: 0.7200 (NZD 300m)
- AUDUSD:0.7800 (AUD 755m)
Wed March 7
- EURUSD: 1.2300 1.3bn
- USDJPY: 105.50 1.2bn 107.00 3.7bn
AUDUSD was being capped into 0.7800 prior to the latest rally so we might see it back down there again into expiry. USDJPY has its range defined for today and tomorrow.
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. Barrier Options still live:
- EURUSD 1.2600
- USDJPY 105.00
For more info on how to use this all data, please refer to my post here.