The FX options rolling off the board today 24 October 2016
USDJPY
99.95/100.00/05/10 (692m)
100.25/30/35/40/45 (675m), 100.50 (1.4bn)
101.20, 101.45/50/55/60 (1bn)
102.00, 102.15, 102.50, 102.85
103.00, 103.50, 103.60, 103.75
104.00 (1.41bn), 104.25/30, 104.40, 104.50 (1.01bn), 104.65
105.00 (2.26bn)
EURUSD
1.0810, 1.0875
1.0910, 1.0930, 1.0940 (494m), 1.0950 (634m), 1.0960
1.1000
1.1150
GBPUSD
1.2200
1.2300, 1.2350
1.2450
AUDUSD
0.7500, 0.7560, 0.7575
0.7600/05, 0.7615/20/25
0.7710, 0.7735
NZDUSD
0.7400
AUDNZD
1.0600 (220m), 1.0680 (686m)
USDCAD
1.3300, 1.3325/30, 1.3350 (728m)
1.3500
EURJPY
109.00 (553)
113.50 (379m)
114.00 (447m), 114.50 (253m)
115.00 (522m)
116.45/60/65
117.00
USDCHF
0.9630, 0.9645/55/60 (922M)