Here's the notable expiries that the DTCC have listed for today 1 Sept 2016
- EURUSD: 1.1000 (EUR233m) 1.1200 (1.0bln) 1.1300 (397m)
- USDJPY:100.00 (USD 1.09bln) 102.30 (200m) 103.00 (782m) 103.50 (300m) 103.90 (830m) 105.00 (400m)
- GBPUSD: None of note
- USDCHF 0.9950 (USD 225m)
- AUDUSD: 0.7500(AUD 627m) 0.7515-16 (671m) 0.7600 (275m) 0.7650 (706m) 0.7710 (451m)
- USDCAD: 1.2845-50 (USD 317m) 1.3090 (240m) 1.3100 (642m) 1.3150 (280m)
- NZDUSD 0.7300 (NZD 230m)
Yesterday I also posted these of note over the next few days
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.
For more on how to use this info click here.
