Here's what's also looming for the forex options market 13 March
Further to my regular daily post here's some more expiries of note:
Tuesday 14 March
- EURUSD 1.0500 (EUR 1.66bln) 1.0580-90 (1.3bln)
- USDJPY 114.00 (USD 900m) 115.00 (835m)
- AUDUSD 0.7545 (AUD 1.26bln)
Wednesday 15
EURUSD 1.0500 (EUR 996m) 1.0560-70 (1.1bln) 1.0575 (981m) 1.0685-1.0700 (757m)USDJPY 113.50-60 (USD 1.67bln) 114.40-50 (USD 1.33bln) 115.00 (1.2bln)USDCAD 1.3400 (USD 692m)Thursday 16
EURUSD 1.0500-10 (EUR 2.4bln) 1.0740-50 (738m)USDJPY 113.65-75 (1.2bln) 113.85-114.00 (USD 1.6bln) 115.00 (2.8bln) 116.00 (847m) 116.50 (1.54bln) 117.00 (1.2bln)USDCHF 1.0150 (USD 600m) 1.0200 (530m)AUDUSD 0.7500 (AUD 1.63bln) 0.7550 (663m) 0.7600 (1.01bln) 0.7700 (700m)EURJPY 124.00 (EUR 1.1bln)Friday 17
EURUSD 1.0500 (EUR 2.8bln) 1.0600-10 (834m) 1.0665-75 (1.3bln)USDJPY 115.00-10 (USD 1.25bln) 115.75 (730m) 116.00 (1.6bln)AUDUSD 0.7500-10 (AUD 495m) 0.7550 (475m)USDCAD 1.3500 (USD 765m)Interestingly a few large JPY contracts higher up on Thursday following the FOMC on Wednesday
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.
