Here's the notable expiries that the DTCC have listed for today 31 Oct 2016
- EURUSD 1.0800 (EUR 256m) 1.0875 (1.89bln) 1.0895 (265m) 1.1000 (794m)
$1.1100 (1.2bln) - USDJPY 103.00(1.88bln) 104.00 (2.53bln) 105.00 (458m) 105.80 (225m)
- GBPUSD 1.2050 (GBP 299m) 1.2235 (294m) 1.2400-04 (274m)
1.2600 (229m) - AUDUSD 0.7510 (AUD 356m) 0.7650 (207m)
- USDCAD: 1.3200 (USD 231m) 1.3300 (466m) 1.3350 (767m)
- NZDUSD 0.7150 (NZD 466m)
- EURJPY 113.76 (EUR 240m)
- USDSGD 1.3700 (USD 818m) 1.3750 (751m) 1.3800 (1.6bln) 1.3870 (490m) 1.4000(1.77bln)
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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