Here's what the DTCC have listed at the moment
- USDJPY: 122.70 (421m) 122.95-123.00 (745m) 123.20-25 (680m) 123.40-50 (818m)
- EUR/USD: 1.0700 (5bln), 1.0750 (1.4bln), 1.0800 (2.4bln) 1.0825-30 (2bln)
1.0900 (2.1bln), 1.0950 (2bln), 1.1000 (2.9bln) - GBP/USD: 1.4900 (359m) 1.5000 (276m), 1.5100 (209m) 1.5300 (301m)
- USD/CHF: 1.0000 (280m) 1.0050 (220m).
- EUR/GBP: 0.7100 (500m).
- USD/CAD: 133.00 (280m) 1.3420-25 (616m) 1.3500 (400m)
Plenty of large EURUSD expiries understandably
Don't forget these are vanilla options which means they are still in play until 15.00 GMT even if breached prior
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