Here's the notable 15.00 GMT expiries that the DTCC have listed for today 27 Jan
- EURUSD 1.0495-1.0500 (EUR 831m) 1.0630 (307m) 1.0645-55 (543m) 1.0750 (485m)1.0900 (423m) 1.0650 (271m) 1.0750 (256m)
- USDJPY 113.20-25 (610m) 114.00 (722m) 114.85 (300m) Y115.00 (575m) 115.40-50(775m) 116.00 (358m)
- GBPUSD: 1.2970 (GBP 700m)
- AUDUSD: 0.7350 (AUD 724m) 0.7575 (333m) 0.7600 (244m)
- USDCAD: 1.3145 (USD 520m) 1.3400 (2.69bln)
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.
