Here's the notable expiries that the DTCC have listed for today 22 Dec
- EURUSD 1.0300 (EUR 1.45bln) 1.0400 (511m) 1.0450 (1.14bln) 1.0475 (590m) 1.0500 (1.38bln) 1.0600 (881m) 1.0630 (1.92bln) 1.0700 (1.21bln)
- USDJPY None
- GBPUSD 1.2000 (GBP 884m) 1.2300 (384m) 1.3000 (1.22bln)
- EURGBP 0.8400 (EUR 340m)
- USDCHF 1.0400 (USD 692m)
- AUDUSD 0.7100 (AUD 445m) 0.7200 (1.03bln)
- NZDUSD 0.6900 (NZD 532m) 0.7000 (835m)
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 we have at 1.0300 on EURUSD and 119.00 & 120.00 on USDJPY
For my latest post on how to use this info click here.
