Notable contracts listed at the DTCC for the 14.00 GMT cut today 25 April
- EURUSD: 1.0750 (EUR 365m) 1.0790-1.0800 (EUR 1.5bln) 1.0810-20 (415m) 1.0850 (325m) 1.0990-1.1000 (470m)
- USDJPY: 109.50 (USD 221m) 110.00-05 (385m) 110.35 (620m) 110.40-50 (260m)
- GBPUSD: 1.2600 (GBP 312m) 1.2760 (196m) 1.2800-10 (220m)
- AUDUSD: 0.7655 (AUD 376m)
- USDCAD: 1.3500 (USD 1.34bln)
- EURJPY: 119.00 (EUR 200m) 120.15-20 (220m) 120.50 (200m)
Yesterday I posted some other notable expiries for the rest of the week here
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 which cease to be once hit. The actual amounts can also increase right up to expiry as new contracts are created.
For my latest post on how to use this info click here.
