Here's the notable 15.00 GMT expiries that the DTCC have listed for today 18 Jan
- URUSD 1.0550 (EUR 1bln) 1.0640-55 (1.1bln) 1.0700 (751m)
- USDJPY 113.35 (USD 300m) 114.00 (893m) 114.10-15 (436m)
- GBPUSD 1.2000 (GBP 410m)
- EURGBP 0.8700 (EUR 300m)
- EURJPY 120.95-121.00 (EUR 535m)
- AUDNZD 1.0500 (AUD 1bln)
AUDNZD in play and should contain core pairs.
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 which cease to be once hit.
For my latest post on how to use this info click here.
