Option expiries 10 am NY cut today 3 June

Here's what the DTCC have listed for today 3 June 2016

USDJPY 107.00 (USD 293m) 108.00 (434m) 108.70 (466m) 109.00 (1.07bln) 109.90-110.00 (563m) 110.50 (591m)

EURUSD: 1.1000 (EUR 500m) 1.1100 (1.05bln) 1.1150 (398m) 1.1175 (318m) 1.1200 (1.03bln) 1.1250 (705m) 1.1300 (883m)

GBPUSD 1.4300 (GBP 190m) 1.4400 (287m) 1.4425 (250m) 1.4450 (181m)

AUDUSD 0.7100 (AUD 570m) 0.7170-75 (586m) 0.7200 (500m) 0.7250-55 (422m)

USDCAD 1.2500 (USD 640m) 1.2800-10 (845m) 1.2850 (330m) 1.2900 (755m) 1.3000 (975m) 1.3050 (600m) 1.3100 (300m)

NZDUSD 0.6600 (NZD 394m)

AUDNZD 1.0750 (AUD 350m)

Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT even if breached in the meantime.

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