Here's what the DTCC have listed at the moment
- USDJPY 123.15-25 (USD 445m)
- EURUSD 1.0600 (EUR 503m) 1.0650 (337m)
- GBPUSD none at present
- USDCAD 1.3660-75 (USD 300m)
- AUDUSD 0.7100 (AUD 376m) 0.7420 (230m)
Not a lot on the agenda today but tomorrow there's a few large contracts rolling off
Wed 25 Nov
- USDJPY 122.00 (USD 1.26bln) 123.00 (1.7bln) 123.50 (1.5bln) 123.75 (500m) 124.00 (1.8bln)
- EURUSD 1.0500 (EUR 1.1bln) 1.0550 (1.5bln) 1.0600 (1.6bln) 1.0700 (1.5bln) 1.0800 (2.74bln)
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