Here's the key expiries the DTCC have listed for today 13 June 2016

  • EURUSD 1.1200 (EUR 1.5bln) 1.1280 (203m) 1.1300-15 (531m)
  • USDJPY 106.00 (USD 280m) 106.70 (280m) 107.90 (650m)
  • GBPUSD 1.4300 (GBP 213m)
  • EURGBP 0.7760 (EUR 444m) 0.7800 (360m) 0.7900 (435m)
  • AUDUSD 0.7360 (AUD 249m) 0.7500 (685m)
  • USDCAD 1.2800 (USD 674m) 1.2850 (225m)
  • EURJPY 120.00 (EUR 232m) 122.00 (281m) 123.00 (410m)

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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