Here's the notable expiries that the DTCC have listed for today 7 Sept 2016
- EURUSD: 1.1100 (EUR 675m) 1.1125-30 (317m) 1.1265 (293m) 1.1400-05 (1.01bln) 1.1410 (1.17bln) 1.1415-25 (914m)
- USDJPY: 101.00 (USD 221m) 101.50 (250m) 101.70 (344m) 102.55 (230m) 103.00 (610m) 103.50 (480m)
- GBPUSD 1.3300 (GBP 451m) 1.3500 (747m)
- EURGBP 0.8300 (340m)
- USDCHF 0.9650 (USD 301m) 0.9850 (200m)
- AUDUSD: 0.7445-50 ( AUD 519m) 0.7620 (409m)
- USDCAD 1.2580 (USD 200m) 1.3021-30 (525m)
- AUDJPY 75.10 (AUD 1.05bln)
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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