Option expiries for the 10 am NY cut today 10 April
EURUSD: 1.0520 (EUR 221m) 1.0640-50 (680m)
USDJPY: 110.00 (EUR 560m) 110.20-30 (481m) 111.00 (296m) 111.40-50 (902m)(805m) 111.60 (205m) 112.00 (740m) 112.50 (495m)
- GBPUSD: None of note
- EURGBP: 0.8600 (EUR 400m) 0.8700 (490m)
- USDCHF 1.0065-70 (USD 185m)
- AUDUSD: 0.7430 (AUD 400m) 0.7565-75 (1.3bln)
- USDCAD: 1.3340-50 (USD 380m) 1.3485-90 (180m)
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 which cease to be once hit. The actual amounts can also increase right up to expiry as new contracts are created.
For my latest post on how to use this info click here.
