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Currency Analyst since 2010

Key option levels

FXBAZOOKA.com - Market prices tend to move towards the strike price at the time large vanilla options (ordinary put and call options) expire. It happens (all things equal) as each side of the deal seeks to hedge its risk exposure. This action is most noticeable ahead of 10 a.m. New York time when the majority of options expire (15:00 GMT).

Here are the key options expiring today:

EUR/USD:
1.1200 (EUR 291m), 1.1300 (EUR 427m), 1.1400 (EUR 565m), 1.1450/60 (EUR 662m)

GBP/USD: 1.5350 (GBP 340m);

USD/JPY: 115.50 (USD 1.17bln), 117.75 (USD680m), 118.00 (USD 698m), 118.50 (USD 513m), 119.00 (USD 1.6bln);

AUD/USD: 0.7750 (AUD 619m), 0.7850 (AUD 527m), 0.7900 (AUD 303m);

USD/CAD: 1.2500 (USD 280m);

NZD/USD: 0.7200 (NZD 634m), 0.7300 (NZF 624m), 0.7400 (NZD 289m);

EUR/JPY: 134.50 (EUR 252m), 138.00 (EUR 460m).

 

 

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