Here's the notable expiries that the DTCC have listed for today 17 August 2016
- EURUSD 1.100 (EUR 420m) 1.1050 (367m) 1.1200 (218m) 1.1200 (351m) 1.1275 (355m) 1.1385 (268m)
- USDJPY 100.00 (USD 1.32bln) 101.00 (367m) 101.25 (300m) 102.50 (330m) 103.75 (213m)
- GBPUSD 1.3000 (GBP 663m)
- AUDUSD 0.7550(AUD 201m)
- USDCAD 1.2475 (USD 300m) 1.2970-75 (569m)
- NZDUSD 0.7100 (NZD 231m) 0.7500 (300m)
GBPUSD interest at 1.3000 should provide support as it has so far today but keep an eye on the price action and see if someone tries to drive/keep it below. USDJPY at 100.00 also.
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.
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