Here are the forex option expiries for 27 March 2015
USD/JPY
- 117.55, 117.80
- 118.00, 118.25,118.30,
- 119.00 (1.46bn), 119.25, 119.50
- 120.00
EUR/USD
- 1.0750
- 1.0850, 1.0875 (811m),
- 1.0900 (716m), 1.0925, 1.0965
- 1.1000 (3.1bn), 1.1040
GBP/USD
- 1.4950, 1.5000
AUD/USD
- 0.7700 (1.5bn), 0.7775
- 0.7800, 0.7850, 0.7870
- 0.8015
EUR/GBP
- 0.7330, 0.7350
NZDUSD
- 0.7300 (400m)
- 0.7400
- 0.7500 (317m), 0.7555
- 0.7730 (517m)
USD/CAD
- 1.2465 (735m), 1.2500, 1.2525
USD/CHF
- 0.9700
AUDJPY
- 93.00
Keep in mind that we're approaching month end, quarter end and also the a lot of fiscal year ends too, especially Japan. That can mean quite a bit of repatriation flows back to Japan to square up the books. Looking briefly at the options currently in place for the 31st, there's quite a bit going off across the board
