Here's what the DTCC have listed for today 26 May 2016

  • USDJPY 108.00 (USD 200m) 110.75 (250m)
  • EURUSD: 1.1100 (EUR 248m) 1.1150 (660m)
  • GBPUSD 1.4450 (GBP 526m) 1.4585 (493m)
  • EURGBP 0.7635 (EUR 730m) 0.7750 (875m) 0.7800 (420m)
  • AUDUSD 0.7210 (AUD 1.08bln) 0.7500 (340m)
  • USDCAD 1.3000 (USD 560m) 1.3150 (360m)

    • I'm away Friday-Tuesday in the Czech Republic for a friend's wedding but here's what's on the slate for tomorrow updating my previous post:

    Friday 27May

    • EURUSD 1.1000 ( EUR 1.23bln) 1.11500 (1.23bln) 1.1300 (2.81bln)
    • USDJPY 110.00 (USD 803m) 111.65 (1.22bln)
    • USDCAD 1.3000 (USD 982m)

    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