Here's what the DTCC have listed at the moment
- USDJPY 120.00 (USD 670m) 121.00 (885m)
- EURUSD 1.1100 (EUR 989m) 1.1200-10 (1.6bln) 1.1230 (320m)
- GBPUSD 1.5050 (GBP (306m) 1.5250 (301m)
- USDCHF 0.9700 (USD 761m)
- USDCAD none
- AUDUSD 0.6900 (AUD 4.2bln) 0.7100 (3.8bln)
- NZDUSD 0.6425 (NZD 214m)
- EURGBP 0.7300 (EUR 1.6bln)
Notable AUD expiries gives a defined range to expect at the very least
Tomorrow sees a large USDJPY expiry of USD 1.4bln at 120.00
For more on how to use this info click here.
