Forex option contracts rolling off today at 14.00 GMT 30 March
– EURUSD: 1.0600-10 (EUR 980m) 1.0730-40 (910m) 1.0775 (528m) 1.0790 (480m) 1.0800 (390m) 1.0850 (540m) 1.0900 (330m)
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.