Here's what the DTCC have listed for today 12 May 2016

  • USDJPY 106.00 (USD 1.17bln) 107.00 (367m) 108.00 (945m) 108.25 (428m) 108.40-50 (955m) 109.00 (359m) 110.00 (1.33bln) 110.36 (1.1bln)
  • EURUSD: 1.1300 (EUR 295m) 1.1360 (368m) 1.1375-85 (690m) 1.1395 (1.03bln) 1.1400-10 (355m) 1.1450 (1.14bln) 1.1470 (478m) 1.1480-85 (386m) 1.1500 (651m)
  • GBPUSD 1.4350 (GBP 205m) 1.4500 (449m) 1.4590 (271m)
  • AUDUSD 0.7300 (AUD 397m) 0.7517 (399m)
  • USDCAD 1.2620 (USD 200m) 1.2845 (360m) 1.3050 (330m)
  • NZDUSD 0.6693 (NZD 777m) 0.6730 (297m) 0.6830 (322m)

    • Heavy congestion on EURUSD should keep range contained still.

    Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT even if breached in the meantime.

    For more on how to use this info click here