Here's the notable 15.00 GMT expiries that the DTCC have listed for today 20 Jan
- EURUSD 1.0500 (EUR 2bln) 1.0700 (1.7bln)
- USDJPY 115.00 (USD 2.3bln) 115.25 320m) 115.70 (420m)
- AUDUSD 0.7450 (AUD 351m) 0.7500 (409m) 0.7550 (203m)
- USDCAD 1.3200 (USD 463m) 1.3475 (500m) 1.3500 (939m)
- NZDUSD 0.7300 (NZD 600m)
EURUSD seems nicely book-ended.
Expiries come today courtesy of the research hounds of our good friends at Livesquawk
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.
