Here's the notable expiries that the DTCC have listed for today 12 Oct 2016
- EURUSD: 1.0850 (EUR 350m) 1.0900 (726m) 1.1000 (275m) 1.1030 (453m) 1.1140(352m) 1.1150 (569m) 1.1160 (279m) 1.1200 (549m) 1.1215 (328m) 1.1230 (248m)
- USDJPY: 101.00 (USD 1.17bln) 102.50 (457m) 103.00 (250m) 103.40-50 (604m) 104.10 (662m)
- GBPUSD 1.2500 (GBP 212m)
- USDCHF 0.9715 (930m)
- EURGBP 0.9000 (EUR 360m)
- EURJPY 115.00 (EUR 864m)
- USDCAD: 1.3200 (USD 2.4bln) 1.3300.05 (420m) 1.3450 (250m)
- NZDUSD 0.7150 (NZD 623m)
- AUDJPY 78.40 (AUD 324m)
A few sizeable expiries to keep in mind today.
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.
For more on how to use this info click here.
