Forex option contracts rolling off today at 14.00 GMT:

EURUSD: 1.1545-60 (EUR 1.33bln) 1.1600 (980m) 1.1640 (845m) 1.1700 (505 m)

USDJPY: 112.25-30 (USD 1.68bln) 113.50 (695m) 113.70-75 (1.05bln) 113.95-114.00(980m) 114.50 (1.34bln) 114.75 (605m) 115.00 (600m)

GBPUSD: 1.3050-55 (GBP 545m) 1.3090 (500m) 1.3248 (320m)

AUDUSD: 0.7640-50 (AUD 520m) 0.7675-80(460m) 0.7750-55 (340m) 0.7800-05(365m)

NZD/USD: 0.6920-25 (NZD 645m), 0.6950 (655m)

AUDNZD: 1.1200 (AUD 1.58bln)

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