FX option expiries for the 1400 GMT cut - 27 August 2018

An update to Eamonn's post earlier in the day

  • EUR/USD: 1.1470-75 (EUR1.5bn), 1.1500-10 (2.7bn), 1.1600 (782m), 1.1625 (2.4bn), 1.1700 (961m), 1.1735-40 (1.1bn), 1.1750 (703m)
  • USD/JPY: 109.95-00 (USD 600m), 110.20-25 (662m), 110.50-55 (535m), 112.00 (945m)

Key ones are highlighted in bold. Do take note that these are vanilla options only.

A bit of a quiet one for the expiries today as well with only EUR/USD and USD/JPY having notable sizes. Of note, EUR/USD has one at 1.1625 which is largely acting as a magnet for price action on the day so far. Very much expected to continue playing out that way until it rolls off as liquidity in the market remains thin.

For more info on how to use this data, you may refer to this post here.

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