Here's the notable expiries that the DTCC have listed for today 11 Oct 2016
- EURUSD: 1.1000 (EUR 1.96bln) 1.1100 (509m)1.1225-30 (868m) 1.1255 (270m) 1.1275 (247m) 1.1285-90 (503m)
- USDJPY: 101.50-55 (USD 566m) 102.25 (476m) 102.80 (303m) 102.90-103.00 (1.12bln) 103.50 (405m)
- AUDUSD: 0.7500 (AUD 424m) 0.7548-50 (522m) 0.7575 (226m) 0.7730 (269m) 0.7750 (350m)
- USDCAD: 1.2815 (USD 205m) 1.3005-10($262mn)
- USDSGD: 1.3500 (USD 600m) 1.3700 (1.03bn)
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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