Here's the notable expiries that the DTCC have listed for today 26 July 2016
- EURUSD 1.1000 (EUR 1.1bln) 1.1025-30 (413m) 1.1100 (568m)
- USDJPY: 104.75 (USD 280m) 106.25 (295m) 106.50 (363m) 107.00 (1bln)
- GBPUSD 1.2900 (GBP 496m) 1.3100 (562m) 1.3250 (598m)
- AUDUSD 0.7435-40 (AUD 800m) 0.7475 (476m) 0.7500 (270m)
Some large ones in play, some a bit further away.
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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