Here's what the DTCC have listed at the moment

  • USDJPY 120.00-10 (USD 2.1bln) 121.00 (870m) 121.30-35 (650m) 122.00 (543m)
  • EURUSD 1.0900 (EUR 919m) 1.0945-50 (575m) 1.1000 (622m) 1.1100 (664m) 1.1200 (1.5bln)
  • GBPUSD None at present
  • EURGBP 0.7170 (EUR 350m)
  • AUDUSD 0.7110 (AUD 303m) 0.7245 (273m) 0.7350 (628m)
  • AUDNZD 1.0950 (AUD 901m)

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