Here's what the DTCC have listed for today
- USDJPY: 116.00 (USD 210m) 117.00 (250m) 117.75 (200m)
- EURUSD: 1.1000 (EUR 640m) 1.1100 (608m) 1.1200 (475m)
GBPUSD: 1.4500 (GBP 344m) 1.4600 (287m, 1.4700 (518m)
AUDUSD: 0.7000 AUD (701m) 0.7025 (357m) 0.7050 (333m) 0.7065 (728m) 0.7175 (2.2bln)
AUDJPY: 82.00 (AUD 200m) 83.25 (252m)
Eamonn highlighted the large AUDUSD options earlier and I remain of the view that the expiries had their own say after the NFPs on Friday.
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