Option expiries of note for today’s 10.00am NY cut (1500BST)

EUR/USD: 1.1630 (3BLN), 1.1650-55 (1.2BLN), 1.1670-75 (510M), 1.1700 (1.3BLN), 1.1725 (674M), 1.1750 (1.3BLN)

EUR/GBP: 0.8900 (314M), 0.8950 (200M).

GBP/USD: 1.3000 (210M), 1.3130 (250M), 1.3155 (250M)

AUD: 0.7215-25 (2.2BLN), 0.7230-50 (1.1BLN).

NZD/USD: 0.6600 (1.2BLN)

CAD: 1.2900 (630M), 1.3000 (261M), 1.3100 (383M)

USD/JPY: 112.50 (1.7BLN), 112.85 (1BLN), 113.00 (1.6BLN), 114.00 (591M)

(Newswires)