One of my sources told me that a 1-mth 1.3400 option strike traded at 7.15 pct earlier today. The 1.3400 level also holds exotic exposure. Thursday January 18 is the current 1-mth expiry date, according to FENICS FX 2002. US December inflation figures will be disclosed on January 18.
ATM-wise: the 1-mth is 6.65/6.85 last, having been paid at 6.7 pct and 6.8 pct earlier today, post-IFO.
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