Forex option contracts rolling off today at 14.00 GMT 22 March
- EURUSD: 1.0680 (EUR 850m) 1.0720-25 (380m) 1.0740-50 (735m) 1.0775 (386m)
- USDJPY: 112.00 (USD 250m) 112.40 (260m) 112.75 (282m) 113.00 (613m) 113.50 (680m)
- GBPUSD: None of note
- AUDUSD: 0.7480 (AUD 670m) 0.7500 (920m) 0.7550 (180m) 0.7685-90 (520m) 0.7750 (1.1bln)
- USDCAD 1.3200 (USD 200m) 1.3275 (305m) 1.3325 (425m) 1.3350 (300m) 1.3380 (635m) 1.3400 (220m)
- NZDUSD: 0.7000 (NZD 227m)0.7100 (372m)
- EURJPY: 122.50 (EUR 270m)
Yesterday I posted some other notable expiries for this week here
Remember that these are "vanilla" options so still in play right up to expiry at 14.00 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.
