Here's the notable expiries that the DTCC have listed for today 28 Oct 2016

  • EURUSD 1.0800( EUR 1.58bln) 1.0870-85 (1.55bln) 1.0900 (685m) 1.0940 (401m) 1.0950 (879m) 1.1000 (657m) 1.1050 527m)
  • USDJPY104.00 (922m) 104.50 (641m) 104.75 (460m) 105.00 (1.22bln) 105.25 (870m) 106.00 400m)
  • GBPUSD 1.2700 ( GBP 867m)
  • USDCHF 0.9900 (USD 225m) 1.0000 (265m)
  • AUDUSD 0.7500 ( AUD 345m) 0.7550-55 (445m) 0.7600 (484m) 0.7650 (380m) 0.7700(394m)
  • USDCAD: 1.3105 (USD 314m) 1.3150 (233m) 1.3200(210m) 1.3300(1.92bln) 1.3350(232m) 1.3450 (422m)
  • NZDUSD 0.7140 (NZD 399m) 0.7150 331m) 0.7200 (300m)
  • EURNOK 8.9300 (EUR 430m)
  • AUDNZD 1.0660 (AUD 240m)

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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