Here is what's on the board - via DTCC
- EUR/USD: 1.1960-70 (EUR 421m), 1.2000 (987m), 1.2040-50 (764m), 1.2090-00 (418m)
- USD/JPY: 106.80-90 (USD 1.6bn), 109.00-10 (391m), 109.95-00 (610m). 110.15-20 (406m)
- USD/CAD: 1.2700 (USD 310m), 1.2800 (214m)
- AUD/USD: 0.7450 (AUD 298m), 0.7500 (472m), 0.7515 (333m), 0.7575-85 (477m)
- AUD/JPY: 81.50 (AUD 930m), 82.50 (500m), 83.00 (458m)
- EUR/CHF: 1.1800 (EUR 321m)
Key ones are highlighted in bold. Do take note that these are vanilla options.
Again, look out for the expiry at the figure level for EUR/USD as a possible cap to any upside move until it rolls off. There are also large expiries set for the week at the 1.2000 level on Thursday and Friday too (>800m currently) but those are a bit far to look into for the time being.
Other than that, be wary of the one in AUD/JPY as the expiry sits near key support levels for the pair as well.
For more info on how to use this data, you may refer to this post here.
