Here's the notable expiries that the DTCC have listed for today 15 Dec
- EURUSD 1.0450 (EUR 600m) 1.0500 ( 3.91bln) 1.0550 (783m) 1.0600 (927m) 1.0620 (681m)1.0700 (1.34bln) 1.0750 (1.29bln) 1.0770 (1.01bln)
- USDJPY 112.00 (USD 1.14bln) 114.00 (635m) 115.00 (722m) 116.00 (958m)
- GBPUSD 1.2200 (GBP 627m)
- USDCHF 1.0250 (USD 650m)
- AUDUSD 0.7350 (AUD 849m) 0.7500 (505m) 0.7550 (502m)
- USDCAD 1.3300 (USD 487m)
I highlighted the EURUSD 1.0500 interest yesterday and warned it may play out post-FOMC and indeed it has. More to come there tomorrow (2.5bln) and 1.0600 (2.91bln)
I'll update the forthcoming expiries later.
Remember that these are "vanilla" options so still in play right up to expiry at 15.00 GMT on the day even if breached in the meantime, unlike barrier options.
For my latest post on how to use this info click here.
