Here's the notable expiries that the DTCC have listed for today 29 July 2016

  • EURUSD 1.0950 (EUR 550m) 1.0970 (350m) 1.1000 (1.8bln) 1.1050 (1.1bln) 1.1200 (250m)
  • USDJPY 104.00 (USD 365m) 104.75 (600m) 105.00 (750m) 105.70-75 (1.1bln) 106.00 (710m) 106.25 (500m) 106.75 (650m) 106.90 (1.2bln) 107.00-10 (845m) 108.00-10 (2.6bln)
  • AUDUSD 0.7470 (AUD 590m) 0.7600-10 (460m)
  • AUDNZD 1.0785 ( AUD 1.4bln)

Some large EURUSD and AUDUSD in play again. The USDJPY one are notable only for the fact it appears there was a bit of money backing BOJ rate cut/yen weakness.

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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