Here's the notable expiries that the DTCC have listed for today 12 Dec
- EURUSD 1.0450 (EUR 1.01bln) 1.0500 (1.52bln) 1.0520 (623m) 1.0600 (924m) 1.0700 (589m) 1.0725 (1.02bln) 1.0800 (1.08bln)
- USDJPY 111.00 (USD 2.55bln) 112.00 (1.25bln) 113.00 (1.02bln) 113.50 (600m) 114.00 (486m) 115,00 (1.0bln)
- AUDUSD 0.7400 (AUD 932m) 0.7495-0.7505 (763m) 0.7600 (480m)
- EURGBP 0.8350 (EUR 650m) 0.8525 (1.23bln)
Remember that these are "vanilla" options so still in play right up to expiry at 15.00 GMT on the day even if breached in the meantime, unlike barrier options.
For my latest post on how to use this info click here.
