Here's the notable expiries that the DTCC have listed for today 16 Sept 2016

  • EURUSD: 1.1000 (EUR 1.11bln) 1.1200 (526m) 1.1230-35 (1.75bln) 1.1275-80 (382m)1.1300 (473m) 1.1320 (660m)
  • USDJPY: 100.00-05 (1.06bln) 101.00 (464m) 101.50 (310m) 102.00 (291m) 102.50 (410m) 102.70-75 (910m) 103.00 (407m) 103.50 (246m) 104.00 (1.53bln)
  • GBPUSD 1.3250 (756m) 1.3350 (565m) 1.3450 (245m)
  • AUDUSD: 0.7345-50 (AUD 256m) 0.7600 (553m)0.7530 (250m) 0.7650 (485m)
  • USDCAD: 1.2800 (280m) 1.2855 (280m) 1.2870 (280m) 1.3000 (916m) 1.3100 (336m)1.3400 (220m)
  • AUDJPY 75.00 (AUD 249m)) 76.25 (250m) 77.25 (228m)
  • AUDNZD 1.0440 (AUD 280m)

EURUSD very much in play and should be contained by the large expiries nearby. GBPUSD expiries at 1.3250 supporting the offers on the order board in the past 24 hours.

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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