Here's the notable expiries that the DTCC have listed for today 17 Oct 2016
- EURUSD 1.0980 (EUR 545m) 1.1000 (232m) 1.1050 (285m) 1.1050 (285m) 1.1115(262m) 1.1150 (222m) 1.1200-05 (491m)
- GBPUSD 1.2500 (GBP 260m) 1.2750 (196m)
- USDJPY 101.85 (USD 300m) 103.00 (240m) 103.75 (374m) 104.1 (402m) 104.50 (290m)
- USDCHF: 0.9700 (250m) 0.9885 (225m)
- EURGBP: 0.8600 (EUR 200m)
- AUDUSD 0.7450 (AUD 268m) 0.7500 (590m) 0.7750 (433m)
- USDCAD: 1.3100 (USD 251m) 1.3200 (274m)
- NZDUSD: 0.7120 (NZD 479m)
Nothing to get excited about today at current levels.
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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