Here's the notable 15.00 GMT expiries that the DTCC have listed for today 4 Jan
- EURUSD 1.0400 (EUR3.43bln) 1.0700 (889m)
- USDJPY 115.00 (USD 434m) 115.50 (561m) 116.50 (330m) 118.00 (655m)
- GBPUSD 1.2250 (GBP 547m)
- EURGBP 0.8500 (EUR 1.04bln)
- EURJPY 123.00 (EUR 406m)
Large EURUSD 1.0400 contracts in play. USDJPY at 118.00 not large but may cast some shadow. GBPUSD once again has 1.2250 interest while EURGBP contracts at 0.8500 should help contain range.
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.
