Here's the notable expiries that the DTCC have listed for today 14 July 2016

  • EURUSD: 1.1000 (EUR 922m) 1.1150 (739m)
  • USDJPY: 104.00 (USD 352m) 105.50-70 (380m)
  • GBPUSD: 1.2900 (GBP 352m) 1.3500 (588m)
  • AUDUSD: 0.7550 (AUD 203m)
  • USDCAD 1.2900 (USD 325m) 1.3000 (255m) 1.3100 (370m)
  • NZDUSD 0.7050 (NZD 325m)

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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