Here's what the DTCC have listed for today 25 April.

  • USDJPY 110.00 (USD 540m)
  • EURUSD: 1.1100 (EUR 391m) 1.1250 (498m) 1.1300 (318m) 1.1325-30 (664m) 1.1500 (2.33bln)
  • No info on other ccy pairs at this stage. I will check back later and update where appropriate.

    In case you missed it on Friday I posted these other notables rolling off this week, and have now updated them:

    Tuesday 26 April

    • USDJPY: 110.00 (USD 961m) 111.15 (750m)
    • AUDUSD 0.7570 (AUD 753m)

    Wednesday 27 April

    • USDJPY 110.00 (USD 1.1bln)
    • EURUSD 1.1200 (1.0bln)
    • AUDUSD 0.7700 (AUD 758m) 0.7845-50 (1.04bln)
    • EURGBP 0.7914 (EUR 831m)

    Thursday 28 April

    • USDJPY 110.00 (USD 1.01bln) 113.00 (948m)

    Friday 29 April

    • NZDUSD 0.6800 (NZD 773m)

    Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT even if breached in the meantime.

    For more on how to use this info click here