Here's the notable expiries that the DTCC have listed for today 7 Oct 2016
- EURUSD: 1.1000 (EUR 335m) 1.1100 (685m) 1.1120-25 (675m) 1.1135 (1.52bln) 1.1150 (274m) 1.1175-80 (1.17bln) 1.1200 (446m) 1.1225 (686m) 1.1250 (690m) 1.1260 (316m) 1.1270 (373m) 1.1300 (333m) 1.1355 (224m) 1.1400 (1.12bln)
- USDJPY: 101.00 (USD 811m) 101.50 (880m) 102.30-35 (730m) 102.75 (300m) 103.25(590m) 103.50 (634m) 103.75 (420m) 104.45-50 (483m) 105.00 (250m)
- GBPUSD: 1.1730 (GBP 221m) 1.2290-1.2300 (GBP 623m) 1.2500 (1.18bln) 1.2700 (290m) 1.2900 (1.23bln) 1.3000 (582m)
- EURGBP 0.8800 (EUR 200m) 0.8865 (236m)
- USDCHF 0.9625 (USD 220m) 0.9705 (200m) 1.0000 (390m)
- AUDUSD: 0.7300 (AUD 443m) 0.7390 (300m) 0.7400 (715m) 0.7475 (297m) 0.7560 (201m) 0.7595-0.7600 (670m) 0.7635 (318m)
- USDCAD: 1.3025 ((USD 260m) 1.3100 (441m) 1.3120-25 (358m) 1.3170 (717m) 1.3200 (815m) 1.3245-50 (346m) 1.3275 (350m) 1.3300 (440m)
- NZD/USD: 0.7100 (NZD 517m) 0.7150 (239m)
- EURJPY 113.00 (EUR 300m)
A busy expiry day ahead.
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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