Here's the notable expiries the DTCC have listed for today 15 June 2016
- EURUSD 1.1000 (EUR 473m) 1.1075 (241m) 1.1200 (413m) 1.1250 (309m) 1.1280 (243m) 1.1300 (428m) )
- USDJPY 105.00 (USD 400m) 106.00 (USD 450m) 106.65 (310m) 107.00 (450m) 108.00 (415m)
- GBPUSD 1.4000 (GBP 1.06bln) 1.4050 (1.33bln) 1.4200 (365m) 1.4300 (278m) 1.4350-55 (415m)
- EURGBP 0.7720 (EUR 200m) 0.7930 (297m) 0.8000 (215m)
- USDCHF 0.9740 (USD 250m)
- AUDUSD 0.7270 (AUD 370m) 0.7300 (392m) 0.7425 (399m) 0.7450 (333m) 0.7500 (221m)
- NZDUSD 0.6950 (NZD 200m)
- USDCAD 1.3140 (356m)
GBPUSD expiries highlighting the importance/significance of 1.4000-1.4050 right now. Keep an eye on the price action for further clues but these levels will be defenced.
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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