Here's what the DTCC have at the moment. Note the large AUDUSD option that I highlighted yesterday

  • USDJPY 119.70 (USD 730m) 120.05 (200m) 120.65 (200m) 122.50 (360m)
  • EURUSD 1.1100-25 (EUR 1.5bln) 1.1425-30 (800m)
  • GBPUSD none at present
  • USDCAD 1.3058 (USD 450m) 1.3100 (300m) 1.3200 (800m)
  • AUDUSD 0.7000 (AUD 3bln) 0.7100 (363m) 0.7125 (329m) 0.7140 (480m) 0.7200 (583m)
  • AUDNZD 1.1350 (AUD 325m)
  • EURJPY 134.00 (EUR 261m) 136.50 (326m)

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