Here's the notable expiries that the DTCC have listed for today 28 July 2016
- EURUSD 1.0950 (EUR 380m) 1.1000 (1.7bln) 1.1100 (330m)
- USDJPY 104.50 (USD 650m) 105.50 (415m)
- GBPUSD 1.3050 (GBP 280m) 1.3200 (230m) 1.3530 (280m)
- AUDUSD 0.7500 (AUD 2.9bln) 0.7590 (500m) 0.7600 (500m)
- USDCAD 1.3020 (USD 260m) 1.3170 (260m) 1.3350 (520m)
- AUDNZD 1.0800 ( AUD 807m)
Some large EURUSD and AUDUSD in play again.
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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