Here's what the DTCC have listed at the moment
- USD/JPY: 120.00 (USD 1.375bln) 121.00 (1.5bln) 122.00 (1.5bln)
- EUR/USD: 1.1150-60 (EUR 310m) 1.1300 (250m)
- GBP/USD: 1.5195 (GBP 200m), 1.5400 (300m)
- USD/CHF: 0.9505 (USD 458m)
- AUD/USD: 0.7000 (AUD 1.6bln), 0.7200 (6.0bln), 0.7250 (1.6bln)
- USD/CAD: 1.3000 (USD 5.7bln), 1.3300 (4.6bln)
- NZD/USD: 0.6500 (NZD 867m)
Note the large AUDUSD expiry at 0.7200 and USDCAD at 1.3000 which I alerted you to on Monday
For more on how to use this info click here
