Here's the notable expiries that the DTCC have listed for today 2 August 2016

  • AUDUSD 0.7370 (AUD 1.2bln) 0.7445-60 (760m) 0.7520 (1.1bln) 0.7570 (270m) 0.7600 (320m)
  • USDCAD 1.3000 (USD 1.3bln)

A thin list so far. I'll check back later for any updates.

Judging by price action post-RBA the 0.7520 expiries could well help support the pair.

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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