Here's the notable expiries that the DTCC have listed for today 13 Oct 2016
- EURUSD: 1.0950 (EUR 1.53bln) 1.1000 (1.09bln) 1.1045 (215m) 1.1100 (1.23bln) 1.1150-55 (590m) 1.1237-40 (937m) 1.1250 (407m)
- USDJPY: 101.45 (USD 820m) 102.50-55 (826m) 103.00 (668m) 103.50 (511m) 104.00-10 (2.73bln) 104.45-55 (1.36bln)
- USDCHF: 0.9700 (USD 200m) 1.0000 (400m)
- AUDUSD 0.7460 (AUD 300m) 0.7600 (551m) 0.7610 (2.2bln) 0.7625 (511m) 0.7660 (446m)
- USDCAD: 1.3200 (389m)
- AUDJPY 75.00 (AUD 450m) 77.80 (500m) 78.35 (260m) 80.00 (225m)
- USDSGD 1.3675 (USD 1.15bln) 1.3750 (330m) 1.3775 (1.31bln) 1.3900 (400m)
A few pairs in play as one expect after an FOMC Minutes release the day before.
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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