Here's the notable expiries that the DTCC have listed for today 5 Dec
- EURUSD 1.0445-50 (EUR 520m) 1.0500 (1.82bln) 1.0510 (487m) 1.0700 (1.62bln) 1.0750 (1.68bln)
- USDJPY 110.50 (USD 1.77bln) 110.75 (600m) 112.45 (405m) 113.50 (380m)
- GBPUSD 1.2240-45 (GBP 612m) 1.2350 (455m) 1.2490-1.2500 (630m) 1.2800 (520m)
- USDCHF 1.0200 (USD 300m) 1.0400 (630m)
- AUDUSD 0.7400 (AUD 453m)
- USDCAD 1.3300 (USD 591m) 1.3400 (346m)
1.0500 already being defended on EURUSD.
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.
For my latest post on how to use this info click here.
