Forex option contracts rolling off today at the 15.00 GMT cut 8 March

  • EURUSD: 1.0450 (USD 660m) 1.0490 (338m) 1.0500 (242m) 1.0530 (585m) 1.0550 (552m) 1.0580-90 (1bln) 1.0595-1.0605 (1.3bln) 1.0620 (628m) 1.0700 (365m)
  • USDJPY: 112.25-30 (USD 310m) 113.50-60 (662m) 114.00 (536m) 114.20 (341m) 114.50 (226m) 115.00-10 (573m)
  • USDCHF 1.0080 (USD 238m) 1.0135 (180m)
  • AUDUSD: 0.7600-05 (AUD 392m)
  • USDCAD 1.3200 (USD 962m) 1.3400 (192m)

A few 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.