Here’s what the DTCC have listed for today 30 March.
– USDJPY 111.64 (USD 1.02bln) 112.40-50 (470m) 113.00 (758m) 113.50 (660m)
– EURUSD 1.1050 (EUR 674m) 1.1090-1.1100 ( EUR 438m) 1.1210-20 (1.32bln) 1.1250 (772m) 1.1300 (229m) 1.1500 (466m)
Note large AUDJPY contracts rolling of at 84.35 tomorrow. Total AUD 1.07bln.