Here's the notable expiries that the DTCC have listed for today 6 Oct 2016
- EURUSD: 1.1100 (EUR 250m) 1.1210-20 (901m) 1.1350 (433m) 1.1400 (220m) 1.1450 (265m)
- USDJPY: 101.00 (USD 456m) 101.30 (220m) 102.00 (527m) 102.30 (255m) 102.40-50 (961m) 102.80 (200m) 103.00 (210m) 103.00 (210m) 103.40-45 (446m) 103.50 (1.27bln) 105.00 (545m)
- GBPUSD: 1.2500 (GBP 425m) 1.2571 (398m) 1.3000 (377m)
- AUDUSD: 0.7700 (AUD 301m)
- USDCAD: 1.2800 (USD 230m) 1.3140 (406m) 1.3200 (676m)
- NZD/USD: 0.7270 (NZD 217m)
- AUDJPY 76.00 (300m)
USDJPY in play.
Tomorrow, Friday, as per my post earlier in the week we have:
- EURUSD 1.1135 (EUR 1.29bln) 1.1400 (1.12bln)
- GBPUSD 1.2500 (1.18bln) 1.2900 (GBP 1.18bln)
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.
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