Here's the notable expiries that the DTCC have listed for today 14 Dec
- EURUSD 1.0500 (EUR 1.14bln) 1.0550 (887m) 1.0575 (1.21bln) 1.0600 (1.03bln) 1.0675 (924m) 1.0700 (564m) 1.0750 (854m)
- USDJPY 113.00 (USD 632m) 114.55 (700m) 117.00 (940m)
- USDCHF 1.0150 (USD 506m)
- AUDUSD 0.7470 (581m)
Yesterday's large expiries at 1.0600 certainly put a bid under EURUSD.
Tomorrow we have a few large contracts to keep in mind as we digest the FOMC fallout later.
Thursday 15 Dec
- EURUSD 1.0500 (EUR 3.38bln) 1.0700 (1.15bln) 1.0750 (1.29bln) 1.0770 (1.01bln)
- USDJPY 112.00 (USD 1.14bln)
- AUDUSD 0.7350 (AUD 849m)
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.