Here's the notable expiries that the DTCC have listed for today 17 Nov
- EURUSD 1.0746 (EUR 226m) 1.0775-80 (385m) 1.0800 (2.48bln) 1.0830 (208m) 1.0840 (250m) 1.0900 (499m)
- USDJPY 107.25 (250m) 107.50 (650m) 107.90-95 (705m) 108.05-10 (380m)
- GBPUSD 1.2475 (GBP 355m) 1.2700 (1.17bln)
- EURGBP 0.8750 (EUR 451m)
- AUDUSD 0.7400 (AUD 911m) 0.7560 (219m) 0.7600 (431m) 0.7665 (248m)
- NZDUSD 0.7070 (NZD 207m) 0.7100 (789m)
- USDCAD 1.3500 (USD 510m)
- EURJPY 115.50 (EUR 216m)
- AUDJPY 79.00 (AUD 300m)
- NOK SEK: 1.0680 (NOK 2.85bln) 1.0750 (2.71bln)
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 my latest post on how to use this info click here.
