Here's what the DTCC have listed for today 5 May.

  • USDJPY 105.00 (USD 839m) 107.00 (2.17bln) 107.75 (260m) 108.00 (537m) 109.65 (450m) 110.00 (480m)
  • EURUSD: 1.1320 (EUR 257m) 1.1350 (400m) 1.1400-05 (320m) 1.1420 (315m) 1.1450 (224 m) 1.1475 (811m) 1.1500 (899m) 1.1600 (554m) 1.1640-45 (946m)
  • GBPUSD 1.4350 (GBP 326m) 1.4550 (303m)
  • EURGBP 0.7732 (EUR 800m) 0.7900 (330m)
  • EURCHF 1.0982-83 (EUR 329m)
  • AUDUSD 0.7350 (AUD 1.02bln) 0.7400 (553m) 0.7500 (477m) 0.7800 (892m)
  • USDCAD 1.2573 (USD 313m) 1.2900 (231m) 1.3150 (536m)
  • NZDUSD 0.6950 (NZD 229m) 0.7000 (280m)
  • AUDJPY 80.50 (AUD 250m)
  • AUDNZD 1.0960 (AUD 792m) 1.1000 (764m)

    • Those large USDJPY and EURUSD expiries are in play and should keep the price contained still.

    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