Here's the notable expiries that the DTCC have listed for today 22 August 2016
- EURUSD: 1.1125 (EUR 235m) 1.1345 (240m)
- USDJPY: 100.00 (USD 551m)
- GBPUSD: 1.2850(GBP 250m) 1.3000 (206m)
- AUDUSD: 0.7300(AUD 201m) 0.7600 (258m)
- NZDUSD: 0.7275 (NZD 201m) 0.7325 (NZD657m)
- USDCAD: 1.3000 (USD 250m)
Tomorrow sees EUR 900m roll off at 1.1260
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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