Here's the notable expiries that the DTCC have listed for today 19 July 2016
- EURUSD: 1.0990-1.1000 (EUR 544m) 1.1100 (1.1bln) 1.1145 (356m)
- USDJPY: 105.35-50 (USD 441m)
- GBPUSD 1.3200 (GBP 821m) 1.3500 (824m)
- EURGBP 0.8300 (EUR 596m)
- AUDUSD 0.7600 (AUD 380m) 0.7625 (290m)
- USDCAD 1.2960-65 (USD 400m)
- NZDUSD 0.7200 (NZD 200m)
GBP pairs in play and should define ranges unless something kicks off. EURGBP expiries support the 0.8300 demand I referred to a few times yesterday. GBPUSD at 1.3500 is my line in the sand of late which has held a couple of times. Demand at 1.3200 it would appear given the 1.3204 lows thus far.
EURUSD at 1.1100 also in play and I would suggest should provide a cap still.
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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