Here's the notable expiries that the DTCC have listed for today 23 Dec
- EURUSD 1.0350 (EUR 971m) 1.0400 (572m) 1.0450 (627m) 1.0490-1.0500 (520m) 1.0525 (473m) 1.0600 (521m) 1.0800 (1.98bln)
- USDJPY 115.00 (USD 2.67bln) 116.00 (870m) 116.50 (1.07bln) 117.00 (975m) 117.50 (1.01bln) 118.00 (760m)
- GBPUSD 1.2000 (GBP 2.76bln) 1.2600 (2.75bln)
- AUDUSD 0.7200 (AUD 516m)
- USDCAD 1.3500-05 (USD 630m) 1.3600 (403m)
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.
