An update to Eamonn's post earlier

  • EUR/USD: 1.1525 (EUR 758m), 1.1550-60 (2.1bn), 1.1570-75 (906m), 1.1600 (1.7bn), 1.1620-30 (831m), 1.1745-50 (1.1bn)
  • USD/JPY: 110.50 (USD 874m), 111.00 (1.1bn), 111.10-20 (691m), 111.30-40 (886m)
  • AUD/USD: 0.7200 (AUD 524m)
  • EUR/GBP: 0.9000 (EUR 591m), 0.9020-30 (875m)

Key ones are highlighted in bold. Do take note that these are vanilla options only.

Some large ones to keep any downside move for EUR/USD and USD/JPY limited on the day, but nothing else of note in particular. Some decent sized ones for EUR/GBP may attract interest ahead of the roll off later so just be wary of that.

For more info on how to use this data, you may refer to this post here.