Here's what the DTCC have listed at the moment
- USDJPY 121.50 (USD 380m) 122.00 (1.7bln) 122.50 (859m)
- EURUSD 1.0800 (EUR 1.2bln) 1.0850 (864m) 1.0900 (1bln)
- GBPUSD 1.5305 (GBP 195m)
- USDCHF 0.9900 (500m) 1.1000 (1.8bln)
- USDCAD 1.3145-55 (1.25bln) 1.3170 (301m)
- AUDUSD 0.7000 (875m) 0.7200 (250m)
Note the larger expiries and being "vanilla options" that means they will still be in play after NFPs even if the levels have been breached
For more on how to use this info click here
