Here's what the DTCC have listed at the moment

  • USDJPY 123.00 (USD 930m) 123.50 (505m)
  • EURUSD 1.0600 (EUR 822m) 1.0700 (1.25bln) 1.0745-50 (520m) 1.0775 (448m)
  • USDCAD 1.3245-50 (USD 710m) 1.3300 (1.45bln)
  • AUDUSD 0.7000 (AUD 348m) 0.7200 (205m)
  • EURGBP 0.7035 (EUR 200m) 0.7100 (400m)

The large USDCAD expiries I highlighted yesterday and again in the rapid move higher here. Being vanilla options they are still in play even though 1.3300 was breached

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