Forex option contracts rolling off today at 14.00 GMT:

EUR / USD: $ 1.1567 (E469 m), $ 1.1700 (E1.17 b), $ 1.1750-65 (E2.48 b),

$ 1.1825 (E760 m)

USD / JPY: Y109.00 ($ 1.62 b), Y109.75 ($ 660 m), Y110.75 ($ 730 m), Y111.00 ($ 1.51 b),

Y112.50 ($ 500 m)

AUD / USD: $ 0.7850 (A $ 348 m), $ 0.7900 (A $ 643 m), $ 0.7930 (A $ 366 m)

USD / CAD: C $ 1.2650-55 ($ 595 m), C $ 1.2725-45 ($ 1.48 billion), C $ 1.3000 ($ 513 m)

EUR / GBP: Gbp0.9000 (E876 m), Gbp0.9300E624 m)

EUR / JPY: Y127.25 (E320 m), Y128.25 (E400 m), Y131.00 (E264 m)

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