Forex option contracts rolling off today at the 15.00 GMT cut 7 March
- EURUSD:1.0450 (EUR 1.2bln) 1.0500 (860m) 1.0550 (429m) 1.0575 (942m) 1.0600 (2.2bln) 1.0625 (316m) 1.0700 (1.1bln)
- USDJPY: 112.25 (USD 939m) 112.50 (495m) 113.00 (1.1bln) 113.30 (220m) 113.50 (316m)113.75 (250m)
- GBPUSD 1.2100 (299m) 1.2300 (205m)
- EURGBP 0.8700 (430m)
- AUDUSD: 0.7435 (AUD 308m) 0.7600-10 (474m) 0.7625 (222m) 0.7650 (254m) 0.7665 (265m) 0.7730 (270m)
- USDCAD 1.3200 (USD 369m) 1.3220 (270m)
A few expiries of note in play again today.
Note: EURUSD has sizeable 1.0600 expiries tomorrow too (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.
