Here's what the DTCC have listed for today
- USDJPY: 110.00 (USD 112.00 (310m) 112.15-20 (500m) 113.00 (760m) 113.45-60 (770m) 114.00 (1.9bln) 114.70 (555m) 115.00 (1.25bln) 116.00 (1.24bln)
- EURUSD: 1.0700 (EUR 860m) 1.0745-50 (434m) 1.0770-75 (755m) 1.0800 (829m) 1.0845-50 (1.01bln) 1.0865-80 (1.4bln) 1.0885-90 (550m) 1.0900-10 (3.25ln) 1.0915 (302m) 1.0950 (982m) 1.0957 (401m) 1.0970 (526m) 1.0985-90 (557m) 1.1000-10 (957m) 1.1040 (703m) 1.1085 (1.15bln) 1.1100 (783m) 1.1150 (527m)
- GBPUSD:None listed at present
- EURGBP 0.7650 (EUR 401m) 0.7800 (941m)
- USDCAD 1.3250 (USD 205m) 1.3335 (212m) 1.3350(600m) 1.3500 (290m)
- AUDUSD 0.7250 (AUD 332m) 0.7300 379m) 0.7500 (275m)
- NZDUSD 0.6390 (NZD 601m) 0.6600 (269m) 0.6685 (296m)
- AUDNZD 1.1000 (AUD 480m)
Some lumpy contracts rolling off today (as we'd expect given the anticipated volatility) so keep in mind as the ECB fallout trades into 15.00 GMT. The 1.0900-10 EURUSD interest that provided the support after NFPs is even bigger today.
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