Here's the key expiries the DTCC have listed for today 10 June 2016
- EURUSD 1.1375 (EUR 271m) 1.1390 (219m) 1.1400 (756m)
- USDJPY 106.25 (USD 300m) 106.50 (280m) 107.00 (257m) 107.50 (293m)
- GBPUSD 1.3930 (GBP 666m) 1.4000 (1.12bln) 1.4185 (303m)
- AUDUSD 0.7300 (AUD 498m) 0.7350 (252m) 0.7500 (253m)
- USDCAD 1.2655 (USD 380m) 1.2835-40 (630m)
- NZDUSD 0.7000 (NZD 326m) 0.7030 (672m)
- AUDJPY 80.75 (AUD 307m)
Interesting to see those chunky GBPUSD expiries at lower levels 2 weeks away from EU referendum. Appears someone was looking for a bigger move by now.
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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