Forex option contracts rolling off today at 14.00 GMT:

EURUSD: 1.1700 (EUR 575m) 1.1800 (515m)

USDJPY: 110.00 (370m) 111.00 (260m) 111.40 (265m) 112.50(580m) 112.60 (1.55bln) 112.65-70 (660m) 113.00 (1.2bln) 113.60 (345m)

GBPUSD: 1.3100 (Gbp340m)

AUDUSD: Ntg of note

USDCHF 0.9635 (USD 330m)

NZDUSD: 0.6940 (NZD 725m) 0.6975 (470m)

AUDNZD: 1.1000 (AUD 600m)

USDCAD: 1.2450 (USD 430m) 1.2465 (490m)

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