Here's the notable expiries that the DTCC have listed for today 8 Dec
- EURUSD 1.0500 (EUR 1.08bln) 1.0650 (482m) 1.0750 (722m) 1.0800 (1.51bln)
- USDJPY 111.00 (USD 798m) 113.00 (820m) 113.15 (400m) 114.60 (618m) 116.05-15 (621m)
- GBPUSD 1.2500 (GBP 684m)
- USDCHF 0.9950 (400m)
- AUDUSD 0.7250 (416m) 0.7350 (473m)
- USDCAD 1.3450 (USD 850m)
Here's some more options of note over the next few days
Friday 9 Dec
- EURUSD 1.0500 (EUR 2.21bln) 1.0600 (2.86bln) 1.0750 (1.56bln) 1.0800 (1.84bln)
- USDJPY 112.25 (USD 800m)
- AUDUSD 0.7300 (AUD 2.2bln)
- USDCAD 1.3200 (USD 1.15bln)
Monday 12 Dec
- USDJPY 112.00 (USD 1.25bln) 113.00 (815m)
- AUDUSD 0.7400 (AUD 882m)
- EURGBP 0.8350 (EUR 630m) 0.8525 (1.23bln)
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.
