Large forex option contracts rolling off today at 15.00 GMT
Further to my earlier post and comments this is just a heads-up for our new arrivals to highlight we have some expiries of note today.
- EURUSD 1.0600 (EUR 1bln) 1.0625-30 (2.3bln)
- USDJPY 113.50 (USD 912m) 114.00 (2.3bln)
EURUSD also has sizeable 1.0600 expiries tomorrow (€1.8bln), Tues (1.3bln) and Wed (1.6bln)
Current levels 1.0590 and 113.81
Remember that these are "vanilla" options so still in play right up to expiry at 15.00 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.
