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)