Here's the notable 15.00 GMT expiries that the DTCC have listed for today 3 Jan
- EURUSD 1.0250 (EUR 682m)1.0400 (288m) 1.0450 (521m)
- USDJPY 115.00 (USD 2.33bln)
- GBPUSD 1.2250 (GBP 447m)
- AUDUSD 0.7200 (AUD 306m) 0.7300 (265m)
That 1.2250 cable interest will help explain the additional demand down there earlier.
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 and 1.0350 on EURUSD and 119.00 & 120.00 on USDJPY
For my latest post on how to use this info click here.
