Here's the notable expiries that the DTCC have listed for today 2 Dec
- EURUSD 1.0450 (EUR 2.38bln) 1.0500 (1.41bln) 1.0550 (1.86bln) 1.0600 (2.83bln) 1.0650 (2.23bln) 1.0700 (2.3bln) 1.0800 (1.48bln)
- USDJPY 110.00 (USD 1.09bln) 111.50 (1.16bln) 111.75 500m) 112.00 (411m) 112.50 (1.6bln) 113.00-05 (422m) 115.00 (420m)
- GBPUSD 1.2450 (GBP 531m) 1.2500 (788m) 1.2700 (497m)
- AUDUSD 0.7320 (AUD 943m) 0.7425 (337m)
- NZDUSD 0.7050 (NZD 834m)
- USDCAD 1.3375-80 (USD 472m) 1.3500 (932m) 1.3600 (786m)
- AUDNZD 1.0500 (AUD 1.15bln)
Plenty of levels to keep in mind again today.
Remember that these are "vanilla" options so still in play right up to expiry at 15.00 GMT on the day even if breached in the meantime, unlike barrier options.
For my latest post on how to use this info click here.
