Here's the notable expiries that the DTCC have listed for today 27 Oct 2016
- EURUSD 1.0880 ( EUR 514m) 1.0890 (403m) 1.0900 (867m) 1.0920 (362m) 1.0925-30 (406m) 1.0935 (381m) 1.0950 (713m) 1.0970 (676m) 1.1000 (1.51bln) 1.1050 (826m)
- USDJPY 102.00 (USD 1.28bln) 103.50 (838m) 103.95-104.00 (376m) 105.00-05 (439m) 106.00 (1.25bln)
- GBPUSD 1.2000 ( GBP 300m) 1.2400 (551m)
- AUDUSD 0.7500 (AUD 278m) 0.7540 (1.51bln) 0.7575 (1.21bln) 0.7600 (532m) 0.7620 (911m) 0.7625-35 (406m) 0.7660-63 (949m)
- USDCAD: 1.3150 (USD 290m) 1.3200 (1.29bln) 1.3300 (358m)
1.3350 (571m) 1.3500 (1.72bln) 1.3600 (1.65bln) - NZDUSD 0.7165 (NZD 286m) 0.7300-05 (333m)
Plenty of congestion on EURUSD with AUDUSD and USDCAD expiries also in play.
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 such as the one being defended at 1.0850 on EURUSD at the moment.
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