Explore eFXplus Derived Data That Drive Results
A Data Partner of:
Refinitiv
Aug 24 - 03:55 AM

USD/JPY - Massive 7-Billion USD/JPY Option Expiries Are Hard To Ignore

By Richard Pace  —  Aug 24 - 02:20 AM
  • DTCC shows a massive USD 7-billion 105.00 strike option expiries this week

  • Biggest collection Wednesday - USD 3.2-billion, and Thursday - 1.6-billion

  • Several billion Wed-Thurs from 105.75 to 105.40 too, but little above 106.00

  • Huge strikes can often attract if spot nearby - due to related delta hedging

  • Certainly worth keeping in mind if USD/JPY should edge lower this week

  • Related nL1N2FQ05P



USDJPY option expiries Click here

Source:
Refinitiv IFR Research/Market Commentary

Subscription

  • eFXplus
  • End-user license agreement (EULA)

About

  • About
  • Contact Us

Legal

  • Terms of Service
  • Privacy Policy
  • Disclaimer
© 2020 eFXdata · All Rights Reserved
!