Forex option expiries for the 10am NY (14.00 GMT) cut 22 May
- EURUSD: 1.1085-95 (EUR 836m) 1.1100-10 (927m) 1.1130-40 (458m) 1.1150 (879m) 1.1200 (1.1bln) 1.1225 (1bln) 1.1240-50 (1bln) 1.1300-10 (735m)
- USDJPY: 110.00 (USD 594m) 110.50 (250m) 111.00 (404m) 111.20 (331m) 111.40-50(1.03bln) 112.00 (633m) 112.40-50 (1.02bln) 113.00 (675m)
- GBPUSD: 1.2930 (GBP 180m) 1.2975 (1.1bln) 1.2995-3000 (273m)
- EURGBP: 0.8450 (EUR 190m)
- AUDUSD: 0.7400 (AUD 366m) 0.7530-40 (566m) 0.7600 (203m)
- USDCAD: 1.3600-10 (USD 216m)
- EURJPY: 124.25 (EUR 805m) 125.00 (338m)
I think we've just spotted why we saw that GBPUSD Asian dip and rally into/from 1.2970-75
Similarly USDJPY being contained around 111.50. Congestion on EURUSD should limit range too.
Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT on the day even if breached in the meantime, unlike barrier options which cease to be once hit. The actual amounts can change right up to expiry.
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