Yes folks, it's that time of day again 22 Feb

Further to my daily update just another heads up that we have some decent size contracts rolling off at the top of the hour.

While traders scratch their heads, blame others, look for reasons, we may as well throw these into the mix. I already highlighted the 107.50 interest as helping to provide a decent cap earlier. Oh, and while we're talking about earlier impact check out where AUDUSD bottomed out.

  • EURUSD 1.2300 (1.1bln)
  • USDJPY: 107.00 (880m) 107.50 (1.5bln)
  • AUDUSD: 0.7780 (AUD 640m)

Remember these are vanilla options and in play right up until expiry even if breached in the meantime unlike barrier options which cease to be once broken.
Barrier options currently alive:

  • EURUSD: 1.2600

For more info on how to use this all data, please refer to my post here.