Here’s the larger option expiries today for the 14.00 GMT cut 21 March
- EURUSD: 1.2250 (EUR 2.4bln) 1.2280 (1.9bln) 1.2300 (1.2bln) 1.2320-40 (920m) 1.2350-70 (1.25bln) 1.2450 (510m)
- USDJPY: 105.00 (USD 1bln) 105.50 (580m) 105.90-106.10 (3.8bln) 196.20-30 (800m) 106.50-60 (1.4bln) 107.00 (1.25bln) 107.50 (740m)
- GBPUSD: 1.3930 (GBP 380m) 1.3950 (420m) 1.3970 (350m) 1.4000 (520m)
- USDCAD: 1.3100 (USD 360m)
- AUDUSD: 0.7750 (AUD 460m) 0.7800 (410m)
- NZDUSD: 0.7120 (NZD 420m)
Option expiries continue to make an impact as today sees large interest in EURUSD, USDJPY (much of which we’ve warned about already this week) and GBPUSD notably.
Fri 23 March:
- EURUSD 1.2250 (EUR 2.1bln) 1.2300 (1.9bln)
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 105.00 104.00
For more info on how to use this all data, please refer to my post here.
