Here's an update to yesterday's post
Some notable expiries rolling off over the next few days
Wednesday 5 Oct
- USDJPY 100.00 (USD 743m)
Thursday 6 Oct
- USDJPY 103.50 (USD 840m)
Friday 7 Oct
- EURUSD 1.1135 (EUR 1.29bln) 1.1400 (1.12bln)
- GBPUSD 1.2500 (1.18bln) 1.2900 (GBP 1.18bln)
- USDJPY 101.00 (USD 811m) 101.50 (880m)
Monday 10 Oct
- USDJPY 102.50 (USD 1.02bln)
- USDCHF 0.9640-50 (USD 775m)
To my eye those GBPUSD OCT 7 expiries look related and may well be some form of range trade to be protected.
Put them all in your diary.
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.
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