Here's the key expiries the DTCC have listed for today 8 June 2016
- EURUSD 1.1300 (EUR 267m) 1.1375 (478m)
- USDJPY 107.50 (USD 250m) 107.90 (280m) 108.20 (260m)
- EURGBP 0.7700 (EUR 363m)
- AUDUSD 0.7345 (AUD 447m) 0.7425 (577m)
- USDCAD 1.2870 -75 (USD 300m) 1.2920 (250m)
- NZDUSD 0.6835 (NZD 298m)
- AUDJPY 80.00 (EUR 270m)
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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