Here's the notable expiries that the DTCC have listed for today 3 August 2016
- EURUSD 1.1125 (EUR 500m) 1.1212 (270m)
- USDJPY 99.50 (USD (500m)
- GBPUSD 1.3300 (GBP 370m)
- EURGBP 0.8350 (EUR 260m)
- AUDUSD 0.7500 (AUD 300m) 0.7540 (1.1bln)
- USDCAD 1.3100 (USD 421m)
Anyone doubting the vailidity of keeping an eye on these need only look at a USDCAD chart around 14.00 GMT yesterday with the 1.3bln rolling off at 1.3000 that I highlighted as I finished my shift.
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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