Larger FX option expiries for today's NY cut

EUR/USD: 1.0885 (348M), 1.0910 (245M), 1.0950 (390M),

1.0995-1.1000 (762M), 1.1030-40 (718M), 1.1100 (833M),

1.1115 (319M)

USD/JPY: 136.00 (260M), 136.70-80 (788M)

GBP/USD: 1.2325 (250M), 1.2600-05 (355M)

USD/CHF: 0.8940 (251M)

EUR/CHF: 1.0100 (461M)

AUD/USD: 0.6650 (464M), 0.6675-80 (697M)

NZD/USD: 0.6325 (200M)