Here's the notable 15.00 GMT expiries that the DTCC have listed for today 26 Jan

  • EURUSD 1.0650 (EUR 271m) 1.0750 (256m)
  • USDJPY 112.70-75 (626m) 112.95-113.00 (429m) 114.00 (2.1bln)
  • GBPUSD: 1.2260 (328m)
  • EURGBP: 0.8750 (379m)
  • USDCHF: 1.000 (594m) 1.0250 (1.1bln)
  • AUDUSD: 0.7375 (813m) 0.7460 (250m)

That USDJPY 114.00 interest may also help to explain the recent surge through. Just a thought.

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.