Forex option expiries for the 10am NY (14.00 GMT) cut 11 May
- EURUSD: 1.0750 (EUR 517m) 1.0800 (410m) 1.0875-85 ( EUR 847m) 1.0900 (1.3bln) 1.0925-30 (913m) 1.1000 (1.575bln) 1.1040-50 (2bln)
- USDJPY: 112.50 (USD 1.2bln) 113.50-60 (521m) 114.00 (1.3bln) 115.00 (267m) 115.20 (300m)
- GBPUSD: 1.3000 (GBP 513m)
- EURJPY: 126.00 (EUR 660m)
- AUDUSD: 0.7400-10 (AUD 1.3bln) 0.7450-60 (540m) 0.7500 (306m)
- NZDUSD: 0.6905 (187m) 0.6940-50 (396m)
Plenty of ccys in play today
Friday 12
- EURUSD:1.0800 (EUR 640m) 1.0850 (651m) 1.0900 (1.55bln) 1.0950 (931m) 1.1000 (2.6bln) 1.1050-60 (3.7bln) 1.1100 (1.25bln) 1.1150 (1.1bln)
- USDJPY: 110.80 (USD 860m) 114.00 (580m) 111.30 (520m) 115.00 (575m)
- EURGBP: 0.8300 (USD 940m)
- AUDUSD: 0.7600 (AUD 497m)
- NZDUSD: 0.6940-50 (NZD 438m)
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.
For my latest post on how to use this info click here.
