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

  • EURUSD: 1.1000 (EUR 293m) 1.1100 (331m) 1.1125 (411m) 1.1150 (348m) 1.1180-90 (361m) 1.1200 (1.9bln) 1.1250 (293m) 1.1295-1.1300 (466m) 1.1400 (473m)
  • USDJPY:101.00 (USD 2.25bln) 101.48-50 (766m) 102.00-05 (2.66bln) 102.20-30 (1.27bln) 102.50 (590m) 103.50 (385m) 104.00 (770m) 105.00 (772m)
  • GBPUSD: 1.3100 (GBP 882m) 1.3200 (234m) 1.3250 (246m)
  • AUDUSD: 0.7315 (AUD 342m) 0.7400 (790m) 0.7575-80 (638m) 0.7590 (1.07bln) 0.7600 (756m) 0.7640-50 (667m) 0.7700 (255m) 0.7717 (324m) 0.718m)
  • USDCAD: 1.3045-55 (USD 638m)1.3150 (230m) 1.3200 (515m) 1.3400-10 (836m) 1.3450 (500m)
  • NZDUSD 0.7200-07 (NZD 470m)

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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