Here's what the DTCC have listed for today 2 May.

  • USDJPY None of note listed
  • EURUSD: 1.1400 (EUR 340m) 1.1475 (275m) 1.1500 (1.33bln)
  • GBPUSD 1.4650 (GBP 759m)*
  • AUDUSD 0.7700 (AUD 294m) 0.7715 (505m)
  • USDCAD None of note listed

    • The EURUSD contracts rolling off at 1.1500 likely to be adding weight to the barrier defence I highlighted earlier.

    * Just updated. Will be in play already.

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

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