Here's the notable expiries that the DTCC have listed for today 18 Nov
- EURUSD 1.0725-30 (EUR 252m) 1.0800 (886m) 1.0850 (362m)
- USDJPY 107.00 (USD 2.3bln) 107.50 (300m) 108.50 (431m) 109.00 (920m) 110.00 (741m)
- GBPUSD 1.2000 (GBP 1.05bln) 1.2075 (301m) 1.2100 (488m) 1.2400 (1.67bln) 1.2700 (1.18bln)
- EURGBP 0.8600 (EUR 231m)
- AUDUSD 0.7300 (AUD 386m) 0.7390 (319m) 0.7480 (209m) 0.7500 (595m) 0.7570 (280m) 0.7600 (825m) 0.7750 (533m)
- USDCAD 1.3400 (586m) 1.3425 (758m) 1.3500 (3.0bln) 1.3600 (501m) 1.3640 (376m) 1.3700 (484m)
- EURJPY 117.25 (EUR 537m)
- EURNOK 9.0000 (EUR 300m)
- EURSEK 9.8300 (EUR 285m)
I've been highlighting thelarge GBPUSD 1.2400 interest, and suspected defence, since Wednesday . Ditto USDCAD at 1.3500
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.
