Here's the notable expiries that the DTCC have listed for today 27 Sept 2016

  • EURUSD: 1.1200 (714m) 1.1285 (1.2bln) 1.1295 (791m) 1.1300 (324m) 1.1310 (660m) 1.1335 (539m)
  • USDJPY: 99.80 (500m) 100.00 (582m) 100.30 (USD 360m) 101.00 (569m) (262m) 102.21 (360m)
  • AUDUSD: 0.7530 (AUD 338m) 0.7610 (449m) 0.7710 (224m)
  • USDCAD: 1.3180 (USD 335m) 1.3200 (1.0bln) 1.3300 (1.8bln)

Congestion on EURUSD should continue to contain. Notable USDCAD expiries in play too.

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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