Notable contracts listed at the DTCC for the 10 am NY cut today 24 April
– EURUSD: 1.0680 (EUR 260m) 1.0750 (310m) 1.1000 (220m)
– USDJPY: 108.25 (USD 460m) 110.00 (250m) 111.00 (301m) 111.50 (500m)
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.