Here's the notable expiries that the DTCC have listed for today 22 June 2016
- EURUSD 1.1245-50 (EUR 800m) 1.1265 (387m) 1.1320 (350m) 1.1380 (348m)
- USDJPY 104.00 (USD 1.1bln) 105.00 (1.5bln)
- GBPUSD 1.4500 (GBP 289m) 1.4710 (175m) 1.5000 (302m)
- EURGBP 0.7900 (EUR 341m)
- AUDUSD 0.7250 (AUD 700m) 0.7525 (333m) 0.7605 (689m) 0.7725 (976m)
- USDCAD 1.2775 (USD 430m) 1.3100 (690m)
USDJPY seems destined to be range bound again.
No sign yet of any chunky Friday post-Brexit vote GBPUSD expiries but I'll keep my eye out.
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.
I shall be explaining in more detail how to use this info on our forthcoming ACT course.
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