Check out Euronext. I don't know what the liquidity is like. http://www.euronext.com/trader/trader-2123-EN.html
If you have that kind of account, open an interbank account directly with a bank so that you bypass the middle man a.k.a the forex broker.
philadelphia board of trade http://www.phlx.com/pbot/reports/products/pbot_daily_list.htm but it doesn't look like you can use IB to acess them. however, after snooping around the site, you can buy a seat for $2500 or lease one for $100/month