Major FX option expiries for today's NY cut

EUR/USD: 1.1000 (2.44BN), 1.1050-60 (1.8BN),

1.1100 (2.17BN), 1.1150-55 (1.36BN), 1.1195-00 (1.64BN)

USD/JPY: 122.00-05 (690M), 122.50 (250M), 122.90-00 (1.0BN)

GBP/USD: 1.3100-05 (630M)

USD/CAD: 1.2450 (550M), 1.2475 (350M), 1.2500 (718M), 

1.2525 (730M), 1.2550 (317M)

AUD/USD: 0.7600 (360M)

USD/CHF: 0.9240 (360M), 0.9250-55 (280M), 0.9350 (200M)

EUR/CHF 1.0340-50 (952M)