Forex option contracts rolling off today at the 14.00 GMT cut 15 March
- EURUSD:1.0400 (EUR 1.75bln) 1.0420-25 (1.7bln) 1.0450 (756m) 1.0500 (996m) 1.0550 (433m) 1.0560-70 (1.35bln) 1.0575 (1.1bln) 1.0600 (529m) 1.0650-55 (931m) 1.0690-700 (810m)
- USDJPY: 113.50-60 (USD 1.8bln) 114.00 (600m) 114.20-30 (835m) 114.50 (1.9bln) 114.65-75 (816m) 115.00 (1.42bln) 115.25 (400m) 115.50 (455m) 116.00 ( 955m)
- GBPUSD None of note
- USDCHF 1.0000 (USD 274m)
- EURGBP 0.8825 (EUR 295m)
- EURJPY 122.00-05 (EUR 401m)
- AUDUSD: 0.7650-55 (AUD 369m) 0.7700 (206m)
- USDCAD 1.3400 (USD 695m) 1.3485 (225m) 1.3550 (265m)
- NZDUSD 0.6875 (NZD 278m) 0.7000 (281m) 0.7100 (321m)
A few large expiries of note in play again today.
Others coming up this week here.
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.
