Here's the latest on today's notable expiries for the 14.00 GMT cut 20 Sept
- EURUSD: 1.1950 (EUR 500m) 1.2000 (1.05bln) 1.2050 (300m) 1.2100 (620m)
- USDJPY: 109.00 (USD 755m) 109.20 (300m) 109.50 (395m) 110.00 (515m) 110.75(350m) 111.00-10 (525m) 112.00 (310m) 112.50 (350m)
- AUDUSD: 0.8000 (AUD 775m) 0.8025-25 (320m)
I've highlighted the large AUDUSD 0.8000 options and demand/protection in earlier posts.
Coming up this week:
21 Sept:
- EURUSD: 1.1950 (EUR 1.6bln) 1.2100 (1.0bln)
22 Sept:
- EURUSD 1.2000 (EUR 1.3bln) 1.2100 (1.1bln)
Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT even if breached in the meantime, unlike barrier options which cease to be once hit. The actual amounts can change right up to expiry.
For my latest post on how to use this info click here.
