Here's the notable expiries the DTCC have listed for today 14 June 2016
- EURUSD 1.1145-50 (EUR 820m)
- USDJPY 104.75 (USD 225m) 105.50 (500m) 106.00 (USD 230m)
- GBPUSD 1.4000 (GBP 257m) 1.4200 (218m)
- EURGBP 0.7760 (EUR 444m) 0.7800 (360m) 0.7900 (435m)
- AUDUSD 0.7200 (AUD 272m)
- NZDUSD 0.6700 (NZD 2.13bln)
- AUDJPY 79.90 (AUD 268m)
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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