Forex option contracts rolling off today at 14.00 GMT 28 March
- EURUSD: 1.0730 (EUR 340m) 1.0750 (285m) 1.0770 (295) 1.0830 (420m) 1.0900 (200m) 1.0955 (175m)
- USDJPY: 109.00 (USD 200m) 111.00 (235m) 111.50 (345m) 111.80 (385m) 112.00 (305m)
- GBPUSD: None of note
- EURGBP 0.8750 (EUR 205m)
- AUDUSD: None of note
- USDCAD 1.3300 (USD 305m) 1.3535-45 (455m)
Yesterday I posted other notables rolling off this week.
Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT (15.00 BST) 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.
