Forex option contracts rolling off today at the 14.00 GMT cut 14 March
- EURUSD:1.050 (EUR 1.66bln) 1.0550 (430m) 1.0580-90 (1.3bln) 1.0600 (235m) 1.0630 (433m) 1.0650 (456m) 1.0700-10 (735m)
- USDJPY: 114.00 (USD 901m) 114.30 (730m) 114.50 (646m) 114.75 (330m) 115.00 (1.1bln) 115.50 (700m)
- GBPUSD None of note
- AUDUSD: 0.7400 (AUD 354m) 0.7500 (389m) 0.7545 (1.3bln)
- USDCAD 1.3430 (USD 25 2m) 1.3500 (200m)
- NZDUSD 0.6935 (NZD 200m)
A few large expiries of note in play again today.
Yesterday I warned of these and others coming up this week.
Remember that these are "vanilla" options so still in play right up to expiry at 15.00 GMT on the day even if breached in the meantime, unlike barrier options which cease to be once hit.
For my latest post on how to use this info click here.
