Here's what the DTCC have listed for today 30 March.
- USDJPY 111.64 (USD 1.02bln) 112.40-50 (470m) 113.00 (758m) 113.50 (660m)
- EURUSD 1.1050 (EUR 674m) 1.1090-1.1100 ( EUR 438m) 1.1210-20 (1.32bln) 1.1250 (772m) 1.1300 (229m) 1.1500 (466m)
- GBPUSD 1.4500 (GBP 401m)
- EURGBP 0.7850-55 (EUR 236m)
- AUDUSD 0.7200 (AUD 251m) 0.7300 (220m) 0.7400 (475m) 0.7500 (246m) 0.7550 (393m)
- USDCAD 1.3200 (USD 474m) 1.3230 (560m) 1.3420 (248m)
Note large AUDJPY contracts rolling of at 84.35 tomorrow. Total AUD 1.07bln.
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