Here's the notable expiries that the DTCC have listed for today 23 June 2016
- EURUSD 1.1260 (EUR 719m) 1.1300 (766m) 1.1315-25 (650m)
- USDJPY 104.25 (USD 230m) 105.00 (211m)
- GBPUSD 1.4300 (GBP 337m) 1.4800 (244m) 1.4900 (385m)
- AUDUSD 0.7400 (AUD 784m) 0.7450 (310m)
- USDCAD 1.2700 (USD 350m) 1.2800 (375m) 1.3080 (480m) 1.3200 (1.0bln)
No sign yet of any chunky post-Brexit vote GBPUSD expiries but I'll keep my eye out still.
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.
Sign up now to take full advantage.
