Here's the notable expiries that the DTCC have listed for today 10 Oct 2016
- EURUSD: 1.1100 (EUR 776m) 1.1117-20 (766m) 1.1180 (346m) 1.1200-05 (472m) 1.1225 (686m) 1.1220 (304m) 1.1285-90 (336m) 1.1310 (238m) 1.1350 (489m)
- USDJPY: 101.50 (USD 402m) 101.95-00 (475m) 102.50 (1.15bln) 103.00-10 (486m) 103.50 (500m)
- GBPUSD: 1.2000 (GBP 475m) 1.2400 (604m) 1.2500 (770m) 1.2600 (270m) 1.2700 (757m)
- USDCHF 0.9640-50 (USD 775m) )
- AUDUSD: 0.7450 (AUD 300m) 0.7550 (351m) 0.7600 (1.14bln) 0.7825 (256m)
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.
For more on how to use this info click here.
