Option expiries for the 10 am NY cut today 21 April

Author: Mike Paterson | Category: Forex Orders

Notable contracts listed at the DTCC for the 10 am NY cut today 21 April

  • EURUSD: 1.0600 (EUR 1.2bln) 1.0680 (803m) 1.0700-10 (1.7bln) 1.0725 (860m) 1.0750 (531m) 1.0780 (450m) 1.0800 (620m)
  • USDJPY: 108.00 (USD 1.1bln) 108.30 (388m) 108.50 (544m) 109.00 (651m)  109.15-25 (530M) 110.00 (782m) 110.25 (540m)
  • GBPUSD 1.2650 (GBP 430m) 1.2675 (350m) 1.2745-50 (211m) 1.2900-10 (365m)
  • EURGBP: 0.8465 (EUR 401m)
  • USDCHF 0.9925 (USD 250m)
  • AUDUSD 0.7500 (192m) 0.7515-25 (528m) 0.7570 (279m)
  • USDCAD: 1.3340-50 (332m) 1.3380-90 (200m) 1.3400 (320m) 1.3500 (393m) 1.3540 (605m)
  • NZDUSD: 0.6950-60 (NZD 272m) 0.7025 (357m)

EURUSD, USDJPY and AUDUSD contracts very much in play.

I have little doubt that the large 109.00 expiries yesterday had a hand in the USDJPY volatility between 13.00 and expiry time, albeit Kuroda's BBG interview played its part too. Coincidental timing ? Oooh, there's one for the conspiracy theorists.

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 also increase right up to expiry as new contracts are created.

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


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