Here's what the DTCC have listed for today 4 May.

  • USDJPY None of note listed
  • EURUSD: 1.1315-20 (EUR 389m) 1.1400-05 (371m) 1.1455 (250m) 1.1530 (544m) 1.1540(674m) 1.1600 (362m)
  • EURGBP 0.7850 (EUR 245m)
  • AUDUSD 0.7350 (AUD 411m) 0.7800 (892m)
  • USDCAD 1.2640 (USD 220m) 1.3030 (266m) 1.3150 (254m)
  • NZDUSD 0.6950 (NZD 201m)
  • AUDNZD 1.0850 (AUD 200m)

    • 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