Here's the notable expiries that the DTCC have listed for today 27 July 2016
- EURUSD 1.0950 (EUR 2.1bln) 1.1000-10 (EUR 1.5bln) 1.1045 (824m) 1.1065-70 (682m) 1.1100 (548m)
- USDJPY 104.00 (USD 1.0bln) 105.00 (490m) 105.25 (330m) 105.50 (290m)
- GBPUSD 1.3000 (GBP 345m) 1.3100 (371m) 1.3230 (380m)
- EURGBP 0.8310 (EUR 303m)
- USDCHF 1.0200 (260m)
- AUDUSD 0.7400 (AUD 909m) 0.7445-50 (590m)
Some large EURUSD in play.
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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