Forex option contracts rolling off today at the 15.00 GMT cut 13 March
- EURUSD: 1.0550 (EUR 908m) 1.0580 (618m) 1.0600 (1.5bln) 1.0625 (634m) 1.0650 (1.34bln (1.0675-85 (2.38bln) 1.0700 (1.1bln)
- USDJPY: 113.50 (USD 730m) 113.80 (396m) 114.00 573m) 114.50 (445m) 114.80 (338m) 115.00 (690m) 115.40 (1.34bln) 116.00 (412m)
- GBPUSD 1.2300 (GBP 252m)
- EURGBP 0.8650 (EUR 224m)
- USDCHF 1.0150 (USD 375m)
- AUDUSD: 0.7470 (AUD 228m) 0.7500 (329m) 0.7600 (343m) 0.7600-10 (728m)
- USDCAD 1.3330 (USD 382m) 1.3500 (555m) 1.3530 (552m)
- NZDUSD 0.6950 (NZD 353m) 0.7000 (NZD 371m)
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.
For my latest post on how to use this info click here.
