Here's some notable expiries rolling off between 9-13 Sept 2016
Further to my previous post here's an update on notable expiries over the next few days.
Friday 9 Sept:
- EURUSD 1.1190-1.1200 (EUR 965m) 1.1250 (1.56bln) 1.1300 (1.08bln)
- USDJPY 102.50 (USD 1.31bln) 104.00 (986m) 104.50 (945m) 105.00 (2.75bln)
- USDCAD 1.2900 (USD 963m) 1.3200 (1.26bln)
- AUDUSD 0.7450 (AUD 992m)
- NZDUSD 0.7100-10 (NZD 849m)
Monday 12 Sept:
- EURUSD 1.1300 (EUR 904m)
- AUDNZD 1.0400 (AUD 869m)
Tuesday 13 Sept:
- EURUSD 1.1225-30 (EUR 1.04bln)
- USDJPY 104.00-05 (USD 1.06bln
- USDCAD 1.3000 (USD 1.03bln)
Put them in your diary.
Any one doubting the impact of large expiries should take a look at the price action in EURUSD, EURGBP and GBPUSD post-NFP's last Friday where a €1.9bln expiry at 1.1200 kept EURUSD and EURGBP under pressure which in turn kept a bid under GBPUSD.
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.
For more on how to use this info click here.
