Here's the notable expiries that the DTCC have listed for today 12 August 2016
- EURUSD 1.1100 (EUR 513m)
- USDJPY 102.00 (USD 615m) 102.50 (USD 1.79bln)
- AUDNZD 1.0900 (AUD 1.48bln)
Not an extensive list at present. I'll check back later for any notable updates.
Mon 15 Aug
- USDJPY 101.00 (EUR 603m)
- GBPUSD 1.2750 (GBP 785m)
- AUDUSD 0.7460 (AUD 1.87bln) 0.7600 (829m)
- AUDJPY 79.60 (AUD 2.48bln)
- NZDUSD 0.6930 (NZD 1.17bln)
- AUDNZD 1.0900 (AUD 1.58bln)
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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