Forex option contracts rolling off today at 14.00 GMT 23 March

  • EURUSD: 1.0680-90 (EUR 365m) 1.0700 (895m) 1.0725-35 (695m) 1.0770 (735m) 1.0800 (455m) 1.0830 (400m) 1.0850 (755m) 1.0900 (675m)
  • USDJPY: 110.40-50 (USD 325m) 111.60-70 (460m) 112.50 (245m) 112.75 (1.3bln) 112.85 (395m) 113.00 (1.4bln)
  • GBPUSD: 1.2440-50 (GBP 215m) 1.2480-1.2500 (230m)
  • USDCHF 0.9900 (USD 180m)
  • AUDUSD: 0.7500 (AUD 1.4bln) 0.7525 (1.5bln) 0.7575 (205) 0.7640-50 (320m)

Notables for tomorrow ( Friday):

Friday 24

  • EURUSD 1.0650 (EUR 510m)
  • USDJPY 110.00 (USD 1.4bln) 112.00 (900m) 114.00 (1.1bln)
  • AUDUSD 0.7525 (AUD 560m)
  • USDCAD 1.3190-1.3200 (USD 470m) 1.3340-50 (625m)
  • NZDUSD 0.6825 (NZD 590m)

    • 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.