Here's what the DTCC have listed for today 3 May.

  • USDJPY 107.00 (USD 200m)
  • EURUSD: 1.1320 (EUR 402m) 1.1340 (334m) 1.1400 (708m) 1.1485 (275m) 1.1500 (2.25bln) 1.1520 (430m) 1.1592 (315m)
  • GBPUSD 1.4500 (GBP 310m) 1.4590 (452m)
  • AUDUSD 0.7400 (AUD 577m) 0.7550 (458m) 0.7600 (365m) 0.7650 (276m)
  • USDCAD None of note listed

    • 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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