Here's what the DTCC have listed for today 23 May 2016

  • USDJPY 109.50 (USD 689m) 110.00 (588m) 111.00 (220m) 11195-112.00 (413m)
  • EURUSD: 1.1055-75 (EUR 809m) 1.1200 (834 m) 1.1250-55 (385m) 1.1275 (214m) 1.1300-05 (506m) 1.1350 (208m)
  • USDCHF 0.9800 (USD 240m) 0.9900 (380m)
  • AUDUSD 0.7150 (AUD 403m) 0.7300 (801m)
  • NZDUSD 0.6725 (NZD 282m) 0.6840 (230m)
  • Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT even if breached in the meantime.

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