Here's what the DTCC have listed for today 24 May 2016

  • USDJPY 109.00-10 (USD 420m) 109.25 (445m) 109.50 (740m) 110.50 (235m) 110.80 (450m)
  • EURUSD: 1.1055 (EUR 461m) 1.1150 (452m) 1.1190 (225m) 1.1250 (569m) 1.1275 (210m) 1.1300 (270m) 1.1380 (873m)
  • GBPUSD 1.4220 (GBP 295m) 1.4500 (525m) 1.4630 (307m)
  • USDCHF 0.9800 (USD 240m) 0.9900 (380m)
  • EURCHF 1.1140 (EUR 201m)
  • AUDUSD 0.7200 (AUD 619m) 0.7300 (290m)
  • USDCAD 1.2855 (USD 430m) 1.3000 (210m) 1.3100 (330m)

    • 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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