Forex option contracts rolling off today at 14.00 GMT 30 March

  • EURUSD: 1.0600-10 (EUR 980m) 1.0700 (2bln) 1.0730-40 (910m) 1.0775 (528m) 1.0790 (480m) 1.0800 (390m) 1.0820-30 (1.04bln) 1.0850 (540m) 1.0900 (330m)
  • USDJPY: 110.00 (USD 485m) 110.25 (380m) 110.50 (320m) 111.00-10 (1.85bln) 111.85-90 (575m) 112.00 (1.05bln)) 112.50-60 (570m)
  • GBPUSD: 1.2400 (GBP 240m) 1.2430 (210m) 1.2450 (435m) 1.2550 (185m) 1.2600 (390m)
  • EURGBP 0.8500 (EUR 555m) 0.8650 (190m)
  • USDCHF 0.9880-90 ( USD 420m) 0.9950 (215m) 1.0075 (250m)
  • AUDUSD: 0.7500 (AUD 374m) 0.7550 (433m) 0.7610 (440m) 0.7630 (205m) 0.7645-55 (650m) 0.7680-90 (260m)
  • USDCAD 1.3300 (USD 260m) 1.3350 (183m) 1.3400 (490m)
  • EURJPY 119.50 (EUR 440m) 120.00 (295m)

I think EURUSD range is set then between 1.0700 and 1.0830 as has recently been the case anyhow. In fact if we saw both extremes no one would be complaining given current tight range. Large 111.00-10 interest on USDJPY may help contain.

I posted other notables rolling off this week here.

Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT (15.00 BST) 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.