Looking at the more significant ones by size - via DTCC
- EUR/USD: 1.2000 (EUR 2.4bn), 1.2100-05 (781m), 1.2180 (553m), 1.2200 (549m), 1.2220(767m), 1.2300 (627m)
- USD/JPY: 110.80 (USD 1.5bn), 111.00-05 (1.5bn), 112.50 (701m)
- USD/CAD: 1.2400 (USD 570m), 1.2460 (780m)
- NZD/USD: 0.7025 (NZD 2.0bn)
- EUR/GBP: 0.8650 (EUR 860m), 0.8765 (862m)
Here is what we have so far. USD/JPY has a couple of large ones which could influence price action on a day with little economic data points, while there is a host of relatively decent sized ones for EUR/USD and USD/CAD near current levels as well.
Remember, the amounts can change right up to expiry so we'll post an update to the board later unless nothing much changes.
For more info on how to use this data, please refer to this post here.
