Here's what's listed at the DTCC today

Expiry time, as ever, is 10.00 NY (15.00 GMT)

  • USDJPY 120.50-55 (USD 1.5bln) 121.45-50 (500m) 122.40 (689m)
  • EURUSD 1.0900 (EUR 633m) 1.0920-25 (1.1bln) 1.1000 (2.5bln)
  • GBPUSD 1.4875 (GBP 150m)
  • AUDUSD 0.7190 (AUD 1.2bln) 0.7240 (330m) 0.7290-0.7300 (1bln)
  • EURJPY 131.65 (EUR 465m)

    • Yesterday's support from the large 1.0900 expiries certainly put a bid under EURUSD as I highlighted . We should see similar option-related, albeit reduced, demand today

    Remember that these are "vanilla" options which means they are still in play until expiry even if breached prior

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