Here's the notable expiries that the DTCC have listed for today 9 Sept 2016
- EURUSD: 1.1100 (EUR 292m) 1.1150 (471m) 1.1190-95 (371m) 1.1200 (1.24bln) 1.1215-25 (742m) 1.1250 (2.15bln) 1.1300 (1.1bln) 1.1315-25 (737m) 1.1350 (351m) 1.1400 (538m) 1.1450 (727m) 1.1500 (619m)
- USDJPY: 101.00-05 (382m) 101.50-55 (655m) 102.00 (960m) 102.50 (1.31bln) 102.60 (300m) 104.00 (986m) 104.50 (945m) 105.00 (2.75bln)
- GBPUSD: 1.3300 (GBP 209m)
- AUDUSD: 0.7450 ( AUD 992m) 0.7500 (216m) 0.7700 (217m) 0.7800 (364m)
- USDCAD 1.2615-35 (USD 635m) 1.2700 (330m) 1.2715 (240m) 1.2850 (310m) 1.3000 (473m) 1.3160-65 (363m) 1.3200 (1.26bln)
- NZDUSD 0.7100-10 (849m)
Good EURUSD interest today with USDJPY expiries also 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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