Here's what the DTCC have listed for today 20 May 2016
USDJPY 108.75-80 (USD 400m) 109.00 (448m) 109.50 (559m) 110.00 250m) 111.00 (285m) 111.55 (600m)EURUSD: 1.1000 (EUR 622m) 1.1100 (202m) 1.1125 (305m) 1.1135 (475m) 1.1150 (300m) 1.1210 (442m) 1.1245-50 (905m) 1.1300 (380m) 1.1500 (1.07bln)GBPUSD 1.4600 (GBP 927m)USDCHF 1.0100 (USD 500m)EURGBP 0.7745 (EUR 340m)AUDUSD 0.7075 (AUD 311m) 0.7150 (232m) 0.7200 (497m) 0.7300 (274m) 0.7360 (932m) 0.7400 (334m) 0.7450 (239m) 0.7500 (812m) 0.7500 (1.07bln)USDCAD 1.2945 (USD 4.52bln) 1.3000-05 (853m)NZDUSD 0.6750-52 (NZD 519m) 0.6800 (609m) 0.6810 (338m) 0.6850 (271m)EURJPY 120.00 (EUR 200m) 120.75 (400m) 125.50-53 (1.25bln)I have flagged the large USDCAD expiries all week. Still in play as is large GBPUSD interest now at 1.4600 and NZDUSD at 0.6750-52/0/6800
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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