Further to my post yesterday here's what the DTCC have listed at the moment

  • USDJPY 122.00 (USD 1.3bln)
  • EURUSD 1.0500 (EUR 960m) 1.0550 (391m) 1.0600 (2bln)
  • GBPUSD 1.5175 (GBP 428m)
  • AUDUSD 0.7100 (AUD 280m) 0.7150 (AUD 425m) 0.7300 (230m)
  • NZDUSD 0.6300 (NZD 834m)
  • EURJPY 132.30 (EUR 1.1bln)
  • EURGBP 0.6950 (EUR 690m) 0.7050 (600m)
  • AUDJPY 87.00 (AUD 774m)
  • AUDNZD 1.0840 (AUD 373m) 1.1000 (225m)

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