Option expiries 10 am NY cut today 21 July

Here's the notable expiries that the DTCC have listed for today 21 July 2016

• EURUSD: 1.1000 (2.5bln) 1.1100 (748m) 1.1150 (500m)
• USDJPY: 104.00-20 (USD 500m) 105.80 (385m) 106.75 (700m) 107.00 (651m)
• GBPUSD 1.3000 (GBP 605m)
• USDCAD 1.3175 (USD 397m)
• NZDUSD 0.7200 (NZD 200m)

EURUSD in play as the ECB looms.

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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