Major FX option expiries for today's NY cut

EUR/USD: 1.1150 (537M), 1.1225-35 (1.5BN), 1.1280 (363M),

1.1290-00 (650M), 1.1350 (648M), 1.1400 (284M), 1.1440-45 (630M),

1.1500 (1.06BN), 1.1545-50 (1.0BN)

USD/JPY: 112.20 (450M), 113.20-25 (325M)

EUR/CHF: 1.0500 (310M)

GBP/USD: 1.3650 (310M)

EUR/GBP: 0.8325 (360M), 0.8400 (390M), 0.8440 (300M)

USD/CAD: 1.2345-50 (410M), 1.2375-85 (375M), 1.2530 (210M)

AUD/USD: 0.6875 (704M), 0.7350 (680M, 0.7575 (660M)

NZD/USD: 0.6820 (246M), 0.6850 (254M)