Forex option contracts rolling off today at the 15.00 GMT cut 10 March
- EURUSD: 1.0450 (EUR 751m) 1.0470 (252m) 1.0500 (2.3bln) 1.0520 (307m) 1.0550 (815m) 1.0570 (380m) 1.0600 (1.8bln) 1.0620 (435m) 1.0650 (497m) (1.0675 (546m) 1.0700 (665m)
- USDJPY: 114.00 (USD 3.1bln) 114.50 (660m) 114.80 (410m) 115.00 (1.6bln) 115.20 (575m) 115.45-50 (1.4bln) 115.75 (300m) 116.00 (1.48bln)
- GBPUSD None of note
- AUDUSD: 0.7400 (AUD 200m) 0.7500 (1.29bln) 0.7525 (419m) 0.7550 (219m) 0.7600 (343m) 0.7635 (330m)
- USDCAD 1.3380 (USD 560m) 1.3410 (831m) 1.3475 (268m) 1.3500 (1.01bln) 1.3600 (240m)
- NZDUSD 0.7100 (NZD 337m)
- EURGBP 0.8700 (EUR 290m)
- EURJPY 121.50 (EUR 230m) 121.75-80 (378m)
A few large expiries of note in play again today.
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.
So keep the levels in mind amidst the NFP fallout.
