Here's the notable 15.00 GMT expiries that the DTCC have listed for today 1 Feb
- EURUSD: 1.0700-15 (EUR 1.5bln) 1.0725-30 (471m) 1.0750 (363m) 1.0800 (640m)
- USDJPY: 111.50 (USD 809m) 113.00 (215m) 113.25 (395m) 113.75 (220m)
- GBPUSD: 1.2500 (GBP 254m)
- USDCHF: 1.0000 (USD 575m)
- AUDUSD: 0.7535-40 (AUD 647m) 0.7715 (241m)
- NZDUSD: 0.7215 (NZD 354m)
- EURSEK: 9.4500 ( EUR 589m)
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 which cease to be once hit.
For my latest post on how to use this info click here.
Option info today again comes courtesy of our good friends at Livesquawk.
