Option expiries 10 am NY cut today 9 August

Here's the notable expiries that the DTCC have listed for today 9 August 2016

  • EURUSD 1.0800 (EUR 261m) 1.1099-1.1100 (435m)
  • USDJPY 102.00 (USD 825m) 104.00 (570m) 104.50 (348m)
  • GBPUSD 1.2800 (GBP 203m) 1.2900-05 (270m) 1.2950 (275m) 1.2960-65 (248m)
  • USDCHF 0.9615 (USD 240m) 1.0000 (600m)
  • AUDUSD 0.7600 (AUD 225m) 0.7625 (260m)
  • USDCAD 1.3100-05 (USD 470m) 1.3200 (1.1bln)
  • EURJPY 111.35 (EUR 370m)
  • AUDJPY 78.83 (AUD 241m)

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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