Here's what the DTCC have listed for today and tomorrow
- USDJPY 117.00 (USD 225m) 117.15 (672m) 119.50 (584m)
- EURUSD 1.0800 (EUR 840m) 1.0870 (350m) 1.0950 (625m) 1.1035 (2.5bln)
- AUDUSD 0.6900 (AUD 794m) 0.7025 (318m) 0.7075 (911m)
Thurs 14 Jan
- USDJPY 118.00 (USD 516m) 119.00 (808m)
- USDCAD 1.4000 (USD 1.2bln)
At current levels (1.0830) the large 1.1035 EURUSD expiries are not in play but beware any fall-out as they roll off. The 1.0800 expiries should see some defence prior.
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