Forex option contracts rolling off today at 14.00 GMT 24 March
- EURUSD: 1.0650 (EUR 620m) 1.0740 (735m) 1.0750 (260m) 1.0785 (575m) 1.0800 (540m) 1.0850-55 (500m)
- USDJPY: 110.00 (USD 1.6bln) 111.75 (910m) 111.90 (330m) 112.00 (1.5bln) 112.50 (365m) 112.90-113.00 (720m)
- GBPUSD: 1.2370 (GBP 230m)
- AUDUSD: 0.7525 (560m) 0.7675 (235m)
- USDCAD 1.3200 (USD 400m) 1.3285 (400m) 133.00 (525m) 1.3340-50 (895m) 1.3400 (205m) 1.3430 (515m) 1.3490 (330m)
- NZDUSD 0.6825 (NZD 590m) 0.7000 (225m) 0.7100 (250m)
- EURJPY 121.00 (415m)
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.
