Notable contracts listed at the DTCC for the 10 am NY cut today 18 April
- EURUSD: 1.0500 (EUR 485m) 1.0530-40 (312m) 1.0600 (3.6bln) 1.0630 (495m) 1.0650 (2.8bln) 1.0670-80 (470m) 1.0690 (385m) 1.0700 (1.74bln) 1.0740-50 (1.65bln)
- USDJPY: 108.00-10 (USD 905m) 108.55-65 (700m) 109.00 (500m) 109.80 (230m) 110.00 (600m) 110.30-40 (270m)
- USDCHF 0.9975 (USD 250m)
- EURGBP 0.8565 (EUR 210m) 0.8602 (240m)
- AUDUSD: 0.7530 (AUD 295m) 0.7550-55 (1.34bln) 0.7650 (303m) 0.7680-90 (700m)
- USDCAD 1.3200-10 (USD 610m) 1.3300 (336m) 1.3400 (300m)
EURUSD would appear to have its range contained still. Anticipated AUDUSD demand in play nearby too,
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.
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