Here's the notable expiries that the DTCC have listed for today 27 June 2016

  • EURUSD 1.1100 (EUR 381m)
  • USDJPY 100.65 (USD 500m) 107.00 (382m) 108.00 (240m)
  • AUDUSD 0.7425 (AUD 561m) 0.75200 (333m)
  • USDCAD 1.3200 (USD 430m)

A distinct lack of GBP expiries still notable.

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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