EUR/USD
– 1.0500 (€1.2 billion)
– 1.0800 (€1.0 billion)
USD/JPY
– 130.00 ($391m)
– 132.00 ($347m)
– 134.00 ($350m)
– 135.00 ($1.7 billion)
GBP/USD
– 1.2000 (£400m)
USD/CHF
– 0.9240 ($450m)
– 0.9750 ($700m)
USD/CAD
– 1.3665-75 ($518m)
AUD/USD
– 0.6650 (A$499m)
Apologies for the formatting as I’m unable to access my Excel sheet at the moment. Back to the expiries, there are some large ones for EUR/USD and USD/JPY but they are quite some distance away from the current spot levels. As such, they are unlikely to feature or be of much influence to price action on the day.
For more information on how to use this data, you may refer to this post here.
