Here’s the larger option expiries today for the 14.00 GMT cut 23 March
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.
EUR/USD, EUR amounts
- 1.2200 1.0bn
- 1.2250 2.6bn
- 1.2300 2.4bn
- 1.2330 835m
- 1.2350 795m
- 1.2400 1.4bn
- 1.2450 540m
USD/JPY
- 104.75 USD amounts listed 425m
- 106.00 1.6bn
- 106.20 910m
- 106.50 $545m
GBP options:
- GBP/USD 1.3975 GBP amount 381m
- EUR/GBP 0.8725 for EUR 800m amount and 0.8775 for EUR 1.1bn
