Forex option contracts rolling off today at the 15.00 GMT cut 9 March
- EURUSD: 1.0535 (437m) 1.0550 (515m) 1.0575-85 (1.5bln) 1.0600-05 (1.6bln)
- USDJPY: 113.95-114.00 (875m) 114.50 (492m) 115.00 (963m)
- GBPUSD: 1.2000 (235m)
- AUDUSD: 0.7400 (340M) 0.7450 (249m), 0.7655 (393m) 0.7675 (357m)
- NZDUSD: 0.7065 (806m) 0.7100 (647m)
- AUDJPY: 87.00 (298m)
A few expiries of note in play again today and $2.7bln of USDJPY at 114.00 tomorrow still casts a real shadow if we go lower into/post NFPs
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.
