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:

1.1300 (EUR 2bln), 1.1350 (EUR 500m), 1.1400 (EUR 1.95bln), 1.1430 (EUR 471m);

GBP/USD: 1.5350 (GBP 200m);

USD/JPY: 117.90/118.00 (USD 1.9bln), 118.50 (USD 1.4bln), 119.00 (USD 828m) 119.50 (USD 2.2bln);

USD/CHF: 0.9385 (USD 200m), 0.9500 (USD 463m);

AUD/USD: 0.7715 (AUD 557m), 0.7815 (AUD 240m);

AUD/JPY: 91.15 (AUD 350m);

EUR/JPY: 135.25 (EUR 200m), 136.40 (EUR 412m);

EUR/GBP:0.7500 (EUR 412m).

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