Here's a note of the larger expiries today 26 Jan
Further to Justin's post earlier.The only ones of real interest are in:
- EURUSD: 1.2300 (EUR 690m)1.2370-75 (650m) 1.2400 (730m) 1.2500 (700m)
- USDJPY: 110.00 (USD 980m) 111.30 (630m) 112.00-10 (1.7bln)
- EURGBP: 0.8775 (EUR 300m)
- USDCAD: 1.2475 (USD 500m)
Remember these are vanilla options and in play right up until expiry even if breached unlike barrier options which cease to be once broken.
Barrier options on EURUSD at 1.2600 still in play after the 1.2500 interest was breached yesterday.
For more info on how to use this data, please refer to my post here.
