Here's the notable expiries that the DTCC have listed for today 18 August 2016

  • EURUSD 1.1350 (EUR 605m)
  • USDJPY 101.00 (USD 1.46bln) 103.00 (USD 877m) 104.00 (1.08bln)
  • AUDUSD 0.7650 (AUD 640m)
  • USDCAD 1.2990-1.3000 (USD 756m)
  • AUDNZD 1.0700 (AUD 310m) 1.0710-12 (AUD (485m)

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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