Here's some notable expiries rolling off this week 5 Sept 2016
Further to my post last week here's an update.
Tuesday 6 Sept
- EURUSD 1.1115-20 (EUR 2.86bln) 1.1250-55 (967m) 1.1315-20 (653m)
- USDJPY 100.00 (USD 1.35bln) 102.00 (907m) 103.00 (1.28bln) 104.00 (925m)
- USDCAD 1.2975 (USD 1.32bln)
- AUDUSD 0.7395 (AUD 955m)
Wednesday 7 Sept:
- EURUSD 1.1400 (EUR 890m) 1.1410 (1.17bln)
Friday 9 Sept:
- USDJPY 102.50 (USD 1.28bln) 104.00 (986m) 104.50 (945m) 105.00 (2.75bln)
- USDCAD 1.3200 (USD 1.26bln)
- AUDUSD 0.7450 (AUD 992m)
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 on 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.
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