Here's the notable expiries that the DTCC have listed for today 3 Nov
- EURUSD 1.0900 (EUR 2.38bn) 1.0960 (250m) 1.1000 (686m) 1.1010 (447m)
1.1050 (336m) 1.1100 (718m) 1.1150 (2.14bn) - USDJPY 101.10 (USD 400m) 101.25 (1.56bn) 101.90 (222m) 102.00 (270m)
103.00 (287m) 103.30-40 (910m) 103.50 (462m) 103.70-80 (1.1bn)
104.35 (1.05bn) 105.00 (716m) 105.75 (1.6bn) 106.00 (1.53bn) - GBPUSD 1.2120 (GBP 251m) 1.2400 (515m) 1.2485 (376m) 1.2500 (251m) 1.2650 (205m)
- EURGBP 0.8900 (EUR 899m)
- USDCHF 0.9900 (USD220m)
- AUDUSD 0.7450 (AUD 499m) 0.7500 (247m) 0.7610 (226m) 0.7670 (297m) 0.7750(496m)
- USDCAD 1.3200 (USD 549m) 1.3275 (255m) 1.3400 (375m) 1.3650 (372m)
- NZDUSD 0.7200 (NZD 225m) 0.7240 (218m)
- EURJPY 115.00 (EUR 1.06bn) 116.75 (617m)
- AUDNZD 1.0550 (AUD 409m) 1.0750(819m)
Some lumpy contracts rolling off again today
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 such as the one being defended at 1.0850 on EURUSD at the moment.
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