Here's what the DTCC have listed for today 1 April.
- USDJPY: 112.50 (USD 330m) 112.90-113.00 (863m) 113.45-50 (490m)
113.60 (260m) 114.00 (719m) 115.00 (624m) - EURUSD: 1.1150 (EUR 1.09bn) 1.1260 (310m) 1.1350 (238m) 1.1410 (536m)
1.1500 (431m) - GBPUSD: 1.4400 (GBP 431m) 1.4425 (182m) 1.4475 (173m)
- AUDUSD: 0.7600 (AUD 665m) 0.7675 (219m)
- NZDUSD: 0.6675 (NZD 200m)
- USDCAD: 1.3200-05 (CAD 410m) 1.3300 (239m) 1.3415-20 (445m)
1.3445 (260m)
With NFPs in the equation today don't forget these are "vanilla" options which means they are live until expiry.
For more on how to use this info click here
