Forex option contracts rolling off today at 14.00 GMT:

EURUSD: 1.1650 (EUR 460m) 1.1800 (1.42bln) 1.1855 (1.35bln)

USDJPY: 111.00-10 (USD 1.3bln) 111.50-55 (680m) 112.00 (1.7bln) 112.50 (980m) 113.00 (480m) 113.50 (420m) 114.00 (1.25bln)

GBPUSD: 1.3225 (GBP 675m)

EURGBP: 0.8940 (EUR 450mn) 0.8950 (390m)

AUDUSD: 0.7810 (AUD 570m) 0.7910 (310m)

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