Notable contracts listed at the DTCC for the 14.00 GMT cut today 27 April
- EURUSD: 1.0750-55 (795m) 1.0800 (406m) 1.0830 (442m) 1.0850-60 (989m) 1.0880 (467m) 1.0900 (535m) 1.0930 (270m) 1.0975 (305m) 1.1000-05 (783m) 1.1030 (315m)
- USDJPY: 110.75 (USD 370m) 111.00 (380m) 111.70 (446m) 112.50 (245m)
- GBPUSD: None of note
- AUDUSD: None of note
- USDCAD: 1.3370-80 (882m) 1.3550-60 (1.2bln) 1.3600 (1.16bln)
A few EURUSD to keep in mind understandably on ECB day and USDCAD very much in play following the fall from 1.3640
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.
