Here's what the DTCC have listed for today 24 March.
- USDJPY 110.50 (USD 869m) 111.00 (271m) 111.40 (294m) 115.00 (843m)
- EURUSD 1.0950 (EUR 935m) 1.1000 (433m) 1.1150 (221m) 1.1150-60 (997m) 1.1200 (429m) 1.1250 (248m) 1.1300 (691m) 1.1325 (217m) 1.1350 (320m) 1.1400 (431m)
- GBPUSD 1.4000 (GBP 222m)
- EURGBP 0.7930 (EUR 161m)
- AUDUSD 0.7450 (AUD 210m) 0.7500 (200m)
- USDCAD 1.3000 (USD 240m) 1.3130 (240m) 1.3200 (532m) 1.3235-40 (260m)
- NZDUSD 0.6625 (NZD 200m)
That cluster of EURUSD contracts between 1.1150-60 may help to contain range. Don't forget these expiries are "vanilla" which means they are still in play until 14.00 GMT even if breached prior.
