Option expiries 10 am NY cut today 1 June

Here's what the DTCC have listed for today 1 June 2016

  • USDJPY 109.00 (240m)109.50 (363m) 110.40-50 (630m) 111.25 (300m)
  • EURUSD: 1.1085 (EUR 862m) 1.1130 (980m) 1.1145-50 (307m) 1.1200 (1.18bln) 1.1245-50 (457m) 1.1270 (248m) 1.1295-1.1300 (463m) 1.1365 (1.12bln)
  • GBPUSD 1.4525 (GBP 201m) 1.4600 (279m)
  • EURGBP 0.7725 (EUR 240m)
  • USDCHF 0.9700 (USD 240m) 0.9900 (240m)
  • AUDUSD 0.7200 (AUD 331m) 0.7275 (225m) 0.7375 (275m) 0.7440 (312m)
  • USDCAD 1.3015 (USD 360m) 1.3100 (1.17bln)
  • EURJPY 123.00 (EUR 263m)
  • large EURUSD expiries in play.

    Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT even if breached in the meantime.

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