Forex option contracts rolling off today at the 15.00 GMT cut 6 March
- EURUSD: 1.0500 (EUR 3.4bln) 1.0550 (485m) 1.0575 (600m) 1.0600 (1bln) 1.0625-30 (2.3bln) 1.0650 (603m) 1.0700 (181m) 1.0730 (266m)
- USDJPY: 112.75 (USD 575m) 113.00 (420m) 113.50 (912m) 113.75 (300m) 114.00 (2.3bln) 115.00 (2.63bln)
- USDCHF 0.9960 (USD 300m) 1.0030 (457m)
- AUDUSD: 0.7600 (AUD 186m) 0.7630 (249m) 0.7650 (230m) 0.7680 (200m) 0.7700 (282m)
- USDCAD 1.3400 (USD 355m)
- NZDUSD 0.7000 (NZD 280m) 0.7100 (468m)
- EURJPY: 120.55 (EUR 191m)
A few expiries of note in play again today. EURUSD spike earlier and the 1.0625-30 expiries a case in point.
Note: EURUSD has sizeable 1.0600 expiries tomorrow (€1.8bln), Tues (1.3bln) and Wed (1.6bln)
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.
