USDJPY 123.50 (USD 678m) 124.00 (485m) 125.00 (1.6bln)
- EURUSD 1.1000 (EUR 2.23bln)
- GBPUSD none
- AUDUSD 0.7250 (AUD 866m) 0.7275-80 (500m)
- USDCAD 1.2900 (USD 310m) 1.2925-30 (700m) 1.3000 (405m)
- NZDUSD 0.6650( NZD 389m)
Note that there is a barrier option on AUDUSD defending 0.7250 expiring today that I have highlighted previously, and that may be reflected in the one at 0.7250 above even though these are vanilla options The level has certainly been well defended thus far
