Eamonn had today's expiries earlier so here's the ones listed so far to roll off tomorrow

1 December:

  • USDJPY 122.00 (USD 1.25bln)
  • EURUSD 1.0500 (EUR 909m) 1.0600 (1bln)
  • GBPUSD 1.5175 (GBP 428m)
  • EURGBP 0.6950 (EUR 690m) 0.7050 (600m)
  • EURJPY 132.30 (EUR 1.1bln)
  • AUDUSD none at present
  • USDCAD none at present
  • NZDUSD 0.6300 (NZD 834m)
  • AUDNZD 1.0840 (AUD 373m) 1.1000 (225m)
  • AUDJPY 87.00 (AUD 774m)

Note today's large AUDUSD contracts at 0.7200 (2.3bln) that Eamonn highlighted

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