Notable contracts listed at the DTCC for the 14.00 GMT cut today 1 May
- EURUSD: 1.0800 (EUR 236m) 1.0825 (278m) 1.0850 (832m) 1.0925-30 (345m) 1.1000 (350m) 1.1055 (240m)
- USDJPY: 110.00 (USD 1.7bln 110.20-30 (1.3bln) 110.50 (496m) 111.00 (443m) 111.30 (466m) 112.00 (797m) 112.25 (440m)
- GBPUSD: 1.13110-20 (GBP 281m)
- AUDUSD: 0.75010-15 (AUD 247m) 0.7560 (391m) 0.7650-60 (912m)
- USDCAD: 1.3515 (USD 410m) 1.3625 (450m) 1.3650 (85m)
- EURJPY 120.00 (EUR 942m) 121.00 (586m)
European and London markets are closed today as I'm sure you all know, or at least should do.
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.
