Option expiries for the 10 am NY cut today 15 Feb

Author: Mike Paterson | Category: Forex Orders

Here's the notable 15.00 GMT expiries the DTCC have listed for today 15 Feb

  • EURUSD: 1.0450 (EUR 473m) 1.0500 (483m) 1.0550 (836m) 1.0650 (589m) 1.0665-70 (1.08bn) 1.0700(629m) 
  • USDJPY: 112.00(USD 1bn) 112.50-57 (1.79bn) 113.00 (986m) 113.10 (506m) 113.50 (915m) 114.00 (2.16bn) 114.50 (1.53bn) 115.00 (2.08bn) 116.00  (1.04bn) 
  • GBPUSD 1.2200 (GBP 725m) 1.2300 (429m)
  • AUDUSD: 0.7450 (AUD 670m) 0.7500 (312m) 0.7550 (572m) 0.7650 (413m) 0.7700(398m) 

Sizeable USDJPY interest helping to contain range. Rolling off just as Janet steps up to the mic so that will leave the way clear for bigger moves perhaps.

Remember that these are "vanilla" options so still in play right up to expiry at 15.00 GMT on the day even if breached in the meantime, unlike barrier options which cease to be once hit.

For my latest post on how to use this info click here.