Major FX expiry options for today's NY cut

EUR/USD: 1.2195-1.2200 (652M), 1.2205-15 (500M), 1.2220-30 (619M), 1.2250 (307M), 1.2275 (297M)

USD/CHF: 0.9000 (200M)

EUR/CHF: 1.1000 (740M)

EUR/GBP: 0.8600-15 (1.1BLN)

GBP/USD: 1.4150 (351M), 1.4220 (427M)

USD/SEK: 8.2650 (826M)

AUD/USD: 0.7740-50 (1.2BLN), 0.7770-85 (1.1BLN), 0.7820 (268M)

NZD/USD: 0.7215 (598M), 0.7300 (205M)

USD/JPY: 108.00 (1.1BLN), 108.25 (410M), 108.50-60 (611M), 108.80 (604M), 108.95-109.00 (410M), 109.25 (725M), 109.50 (1.1BLN)