Here's the notable expiries that the DTCC have listed for today 4 Nov
- EURUSD 1.0800 (EUR 2.62bn) 1.0825 (696m) 1.0875 (552m) 1.0900 (E2.25bn)
1.0980 (276m) 1.1000 (1.91bn) 1.1025-30 (810m) 1.1050 (438m) 1.1075 (298m) 1.1100(1.95bn) 1.1150 (424m) - USDJPY 102.20 (USD 235m) 103.00 (295m) 103.10 (395m) 103.25 (235m)
103.50 (341m) 104.00 (740m) 104.30 (230m) 104.50 (799m) - GBPUSD 1.2200 (GBP 382m) 1.2290-1.2300 (374m) 1.2400 (213m)
1.2500 (623m) 1.3000 (978m) - EURGBP 0.8875 (EUR 200m)
- USDCHF 1.0050 (USD1.0bn)
- AUDUSD 0.7450-55 (AUD 331m) 0.7505 (202m) 0.7550 (211m)
0.7600 (246m) 0.7610 (269m) 0.7700 (206m) - USDCAD 1.3200 (USD 471m) 1.3300 (527m) 1.3400 (480m)
1.3425 (647m) 1.3475 (200m) 1.3500 (226m) - NZDUSD 0.7150 (NZD 210m)
- AUDJPY 77.75 (AUD 304m)
More lumpy contracts rolling off today
Yesterday's €900m EURGBP expiries at 0.8900 certainly had a bearing on that pair and GBPUSD falling to 1.2434 after failing into 1.2500
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 such as the one being defended at 1.0850 on EURUSD at the moment.
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