Here's what the DTCC have listed for today and tomorrow
- USDJPY 118.00 (USD 672m) 119.00 (846m)
- EURUSD 1.0800 (EUR 361m) 1.0825 (354m) 1.0900 (291m)
- USDCAD 1.4000 (USD 1.4bln)
- AUDUSD 0.7080 (AUD 614m)
- EURGBP 0.7300 (EUR 462m) 0.7495 (268m)
Friday 15 Jan
- USDJPY 117.40 (USD 390m) 118.00 (709m) 118.30 (300m) 118.50 (756m) 119.00 (533m)
- EURUSD 1.0700 (EUR 1.28bln) 1.0750 (1.1bln) 1.0780 (1.1bln) 1.0800 (2.3bln) 1.0900 (1.13bln) 1.1000 (1.9bln)
- AUDUSD 0.6875 (AUD 727m) 00.7050 (889m) 0.7100 (1.12bln)
- AUDJPY 1.0700 (560m)
- NZDUSD 0.6615 (NZD 700m)
I'd expect those EURUSD levels to be defended on dip or rally but don't forget that vanilla options are live until expiry regardless if breached prior.
For more on how to use this info click here
