Here's the notable expiries that the DTCC have listed for today 1 July 2016
- EURUSD 1.0940-50 (EUR 686m) 1.1000-15 (683m) 1.1100 (717m)
- USDJPY 104.00 (USD 604m)
- GBPUSD 1.3150 (GBP 789m) 1.3300 (559m) 1.3500 (568m)
- AUDUSD 0.7310 (AUD 770m) 0.7350 (425m) 0.7500 (636m)
- USDCAD 1.3090 (USD 320m)
A couple of sizeable expiries in play today.Ignore large expiries at your peril.
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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