Here's what the DTCC have listed for today 19 May 2016
USDJPY 108.00 (USD 381m) 108.50 (382m) 108.95-109.10 109.25 (1.86bln) 109.25 (550m) 110.00 (567m) 111.00 (526m)EURUSD: 1.1100 (EUR 474m) 1.1145-50 (313m) 1.1220 (495m) 1.1235 (225m) 1.1250 (408m) 1.1280-90 (546m) 1.1295-1.1305 (887m) 1.1315 (247m) 1.1355 (332m) 1.1379-80 (503m) 1.1500 (1.52bln)GBPUSD 1.4412 (GBP 389m) 1.4500 (588m) 1.4600 (220m)USDCHF 0.9800 (USD 567m)AUDUSD 0.7250 (AUD 313m)0.7500 (1.07bln)USDCAD 1.3000 (238m)NZDUSD 0.6835 (NZD 429m)EURJPY 121.50 (EUR 340m) Massive USDCAD options rolling off tomorrow (Friday)
Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT even if breached in the meantime.
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