Here's the notable expiries that the DTCC have listed for today 22 Sept 2016
- EURUSD: 1.1000 (EUR 1.46bln) 1.1050-60 (414m) 1.1100 (1.53bln) 1.1150 (994m) 1.1200 (577m) 1.1300 (897m)
- USDJPY: 99.90-95 (USD 615m) 100.45 (USD 390m) 101.00 (535m) 101.20-35 (515m) 102.00 (402m)
- GBPUSD 1.3000 (GBP 290m) 1.3200 (269m)
- AUDUSD 0.7555 (AUD 212m) 0.7620 (284m)
- USDCAD 1.3150 (USD 590m) 1.3200 (480m) 1.3300 (279m)
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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